+889.0%
MSFT vs LDOS
+248.5%
+640.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +1.7% | -7.2% | +8.9% | +4.0% |
| 30D | +0.2% | +16.8% | -16.7% | -5.2% |
| 3M | +6.4% | -1.6% | +7.9% | +6.3% |
| 6M | +28.7% | -1.0% | +29.7% | +27.6% |
| YTD | +10.4% | -25.8% | +36.2% | +19.7% |
| 1Y | +7.6% | -31.1% | +38.7% | +19.6% |
| 3Y | +52.3% | +32.8% | +19.5% | +26.5% |
| 5Y | +64.5% | +49.4% | +15.1% | +26.5% |
| All | +889.0% | +248.5% | +640.5% | +493.7% |
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