+114.8%
MPWR vs LDOS
+52.0%
+62.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.1% | -10.4% | -10.3% |
| 7D | -5.6% | -3.7% | -1.9% | -5.1% |
| 30D | -23.2% | +16.4% | -39.6% | -25.9% |
| 3M | -15.8% | +7.4% | -23.2% | -17.8% |
| 6M | -28.5% | -0.3% | -28.2% | -28.8% |
| YTD | +25.5% | -24.0% | +49.5% | +34.2% |
| 1Y | +13.9% | -29.6% | +43.5% | +25.3% |
| 3Y | +134.6% | +35.1% | +99.4% | +102.2% |
| 5Y | +114.8% | +52.9% | +61.9% | +76.4% |
| All | +114.8% | +52.0% | +62.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling