+12.0%
MSCI vs LDOS
-31.2%
+43.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | +2.8% | -7.2% | +10.0% | +4.6% |
| 30D | +15.4% | +16.8% | -1.4% | +11.2% |
| 3M | +13.4% | -1.6% | +15.0% | +13.4% |
| 6M | +10.9% | -1.0% | +11.9% | +9.2% |
| YTD | +13.0% | -25.8% | +38.7% | +15.8% |
| 1Y | +12.0% | -31.1% | +43.1% | +17.1% |
| All | +12.0% | -31.2% | +43.2% | +17.1% |
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