+622.3%
MSCI vs LDOS
+278.0%
+344.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.4% | -5.4% | +5.8% | +2.5% |
| 30D | +0.6% | +4.9% | -4.3% | -1.5% |
| 3M | -7.1% | +7.2% | -14.3% | -10.2% |
| 6M | +0.8% | -24.2% | +25.1% | +11.0% |
| YTD | +1.0% | -25.8% | +26.8% | +11.1% |
| 1Y | +4.3% | -24.7% | +29.0% | +13.7% |
| 3Y | +9.9% | +39.3% | -29.3% | -12.0% |
| 5Y | -6.8% | +43.3% | -50.1% | -28.0% |
| All | +622.3% | +278.0% | +344.3% | +259.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling