+2,781.3%
MSCI vs LDOS
+459.5%
+2,321.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +6.0% | -3.7% | +9.7% | +7.6% |
| 30D | +18.2% | +16.4% | +1.8% | +10.7% |
| 3M | +15.1% | +7.4% | +7.7% | +11.0% |
| 6M | +13.7% | -0.3% | +14.1% | +12.5% |
| YTD | +15.6% | -24.0% | +39.6% | +26.7% |
| 1Y | +16.3% | -29.6% | +45.9% | +31.7% |
| 3Y | +36.9% | +35.1% | +1.8% | +11.2% |
| 5Y | +6.3% | +52.9% | -46.6% | -20.5% |
| 10Y | +823.0% | +262.2% | +560.8% | +338.6% |
| All | +2,781.3% | +459.5% | +2,321.8% | +866.0% |
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