+19.0%
MSCI vs LDOS
-27.6%
+46.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | +11.5% | -2.8% | +14.3% | +12.1% |
| 30D | +22.1% | +13.6% | +8.5% | +18.3% |
| 3M | +18.4% | +4.2% | +14.2% | +16.8% |
| 6M | +16.6% | -8.2% | +24.8% | +16.6% |
| YTD | +18.8% | -24.1% | +42.9% | +21.3% |
| 1Y | +19.0% | -31.2% | +50.2% | +25.3% |
| All | +19.0% | -27.6% | +46.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling