+53.4%
MRK vs LDOS
+39.7%
+13.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | -5.4% | +6.7% | +2.1% |
| 30D | +17.1% | +4.9% | +12.3% | +16.4% |
| 3M | +25.9% | +7.2% | +18.7% | +24.5% |
| 6M | +26.8% | -24.2% | +51.1% | +31.3% |
| YTD | +44.9% | -25.8% | +70.7% | +49.6% |
| 1Y | +84.8% | -24.7% | +109.6% | +90.5% |
| All | +53.4% | +39.7% | +13.6% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling