-66.6%
MRNA vs LDOS
+43.9%
-110.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | +5.5% | -5.4% | +10.9% | +7.2% |
| 30D | +158.7% | +4.9% | +153.8% | +159.3% |
| 3M | +182.1% | +7.2% | +174.9% | +180.2% |
| 6M | +151.8% | -24.2% | +176.1% | +169.9% |
| YTD | +393.6% | -25.8% | +419.4% | +429.9% |
| 1Y | +499.5% | -24.7% | +524.2% | +542.8% |
| 3Y | +29.3% | +39.3% | -10.0% | +21.3% |
| All | -66.6% | +43.9% | -110.5% | -70.5% |
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