+2,417.1%
MSCI vs LDOS
+446.4%
+1,970.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.4% | -5.4% | +5.8% | +2.7% |
| 30D | +0.6% | +4.9% | -4.3% | -1.7% |
| 3M | -7.1% | +7.2% | -14.3% | -10.6% |
| 6M | +0.8% | -24.2% | +25.1% | +12.0% |
| YTD | +1.0% | -25.8% | +26.8% | +12.2% |
| 1Y | +4.3% | -24.7% | +29.0% | +14.7% |
| 3Y | +9.9% | +39.3% | -29.3% | -12.1% |
| 5Y | -6.8% | +43.3% | -50.1% | -28.1% |
| 10Y | +614.7% | +278.6% | +336.1% | +232.6% |
| All | +2,417.1% | +446.4% | +1,970.8% | +754.8% |
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