+376.2%
MS vs LDOS
+508.5%
-132.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | +2.6% | -2.8% | +5.4% | +4.1% |
| 30D | +2.6% | +13.6% | -11.0% | -5.5% |
| 3M | -10.1% | +4.2% | -14.3% | -13.6% |
| 6M | +4.4% | -8.2% | +12.6% | +6.4% |
| YTD | +11.7% | -24.1% | +35.8% | +26.0% |
| 1Y | +20.9% | -31.2% | +52.2% | +44.9% |
| 3Y | +177.1% | +35.0% | +142.2% | +102.6% |
| 5Y | +127.7% | +52.6% | +75.1% | +45.8% |
| 10Y | +684.1% | +261.9% | +422.2% | +142.8% |
| All | +376.2% | +508.5% | -132.2% | -12.8% |
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