+431.3%
MS vs LDOS
+494.7%
-63.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | -5.4% | +6.8% | +4.7% |
| 30D | -0.3% | +4.9% | -5.1% | -3.7% |
| 3M | +0.3% | +7.2% | -6.9% | -5.7% |
| 6M | +31.3% | -24.2% | +55.6% | +51.6% |
| YTD | +24.7% | -25.8% | +50.5% | +43.8% |
| 1Y | +47.9% | -24.7% | +72.6% | +68.1% |
| 3Y | +178.3% | +39.3% | +139.1% | +99.9% |
| 5Y | +144.9% | +43.3% | +101.6% | +64.6% |
| 10Y | +804.5% | +278.6% | +526.0% | +170.2% |
| All | +431.3% | +494.7% | -63.4% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling