+76.5%
MRK vs LDOS
-30.4%
+106.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.2% |
| 7D | +0.3% | -5.8% | +6.1% | +0.7% |
| 30D | +2.2% | +11.6% | -9.4% | +1.4% |
| 3M | +16.4% | -1.0% | +17.4% | +16.9% |
| 6M | +35.3% | +5.1% | +30.3% | +34.6% |
| YTD | +44.2% | -24.0% | +68.3% | +40.9% |
| All | +76.5% | -30.4% | +106.9% | +83.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling