+785.4%
MSCI vs LDOS
+248.5%
+536.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | +2.8% | -7.2% | +10.0% | +5.6% |
| 30D | +15.4% | +16.8% | -1.4% | +8.7% |
| 3M | +13.4% | -1.6% | +15.0% | +13.6% |
| 6M | +10.9% | -1.0% | +11.9% | +10.1% |
| YTD | +13.0% | -25.8% | +38.7% | +24.0% |
| 1Y | +12.0% | -31.1% | +43.1% | +26.5% |
| 3Y | +34.1% | +32.8% | +1.3% | +9.6% |
| 5Y | +3.9% | +49.4% | -45.5% | -21.6% |
| All | +785.4% | +248.5% | +536.9% | +374.4% |
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 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