+103.9%
MRK vs LDOS
+51.2%
+52.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | +11.2% | -6.3% | +17.5% | +12.1% |
| 6M | +32.5% | +2.8% | +29.7% | +31.6% |
| YTD | +42.5% | -26.6% | +69.1% | +47.5% |
| 1Y | +65.4% | -31.3% | +96.7% | +73.1% |
| 3Y | +58.8% | +30.9% | +27.9% | +49.0% |
| 5Y | +103.9% | +49.4% | +54.5% | +94.0% |
| All | +103.9% | +51.2% | +52.7% | +94.0% |
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