+2,689.8%
MSFT vs LDOS
+508.5%
+2,181.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.4% |
| 7D | +4.7% | -2.8% | +7.5% | +5.5% |
| 30D | +5.8% | +13.6% | -7.8% | +0.8% |
| 3M | +13.0% | +4.2% | +8.8% | +10.6% |
| 6M | +34.9% | -8.2% | +43.1% | +37.2% |
| YTD | +15.7% | -24.1% | +39.7% | +24.9% |
| 1Y | +9.0% | -31.2% | +40.2% | +21.8% |
| 3Y | +61.2% | +35.0% | +26.2% | +35.0% |
| 5Y | +72.1% | +52.6% | +19.5% | +34.1% |
| 10Y | +966.1% | +261.9% | +704.3% | +476.3% |
| All | +2,689.8% | +508.5% | +2,181.3% | +1,029.3% |
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