+114.0%
MS vs LDOS
+52.0%
+62.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.7% |
| 30D | -3.9% | +16.4% | -20.3% | -7.3% |
| 3M | -15.9% | +7.4% | -23.3% | -17.6% |
| 6M | -2.5% | -0.3% | -2.1% | -2.8% |
| YTD | +5.1% | -24.0% | +29.1% | +12.1% |
| 1Y | +13.0% | -29.6% | +42.5% | +23.1% |
| 3Y | +160.7% | +35.1% | +125.6% | +127.8% |
| 5Y | +114.0% | +52.9% | +61.1% | +84.4% |
| All | +114.0% | +52.0% | +62.1% | +84.4% |
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 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