+57.1%
MRK vs LDOS
+31.0%
+26.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | +3.5% | +9.5% | -6.0% | +2.3% |
| 3M | +11.2% | -6.3% | +17.5% | +12.2% |
| 6M | +32.5% | +2.8% | +29.7% | +31.7% |
| YTD | +42.5% | -26.6% | +69.1% | +47.4% |
| 1Y | +65.4% | -31.3% | +96.7% | +73.3% |
| All | +57.1% | +31.0% | +26.1% | +37.4% |
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 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