+922.9%
MSFT vs LDOS
+254.8%
+668.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +2.3% | +1.9% | +0.5% | +1.7% |
| 30D | -0.4% | +12.8% | -13.1% | -4.5% |
| 3M | +5.6% | -1.0% | +6.6% | +5.4% |
| 6M | +29.0% | +6.2% | +22.8% | +25.0% |
| YTD | +10.9% | -23.2% | +34.2% | +19.0% |
| 1Y | +6.2% | -29.5% | +35.7% | +17.3% |
| 3Y | +47.6% | +37.1% | +10.5% | +21.2% |
| 5Y | +67.9% | +55.6% | +12.3% | +27.1% |
| 10Y | +922.9% | +249.4% | +673.4% | +500.6% |
| All | +922.9% | +254.8% | +668.0% | +500.6% |
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