+2,408.2%
MSFT vs LDOS
+494.7%
+1,913.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -2.7% | -5.4% | +2.7% | -0.8% |
| 30D | +2.7% | +4.9% | -2.2% | +0.8% |
| 3M | +17.0% | +7.2% | +9.8% | +13.4% |
| 6M | +23.8% | -24.2% | +48.1% | +35.4% |
| YTD | +4.0% | -25.8% | +29.8% | +13.7% |
| 1Y | -0.8% | -24.7% | +23.9% | +7.5% |
| 3Y | +55.6% | +39.3% | +16.3% | +28.9% |
| 5Y | +72.9% | +43.3% | +29.6% | +38.3% |
| 10Y | +875.8% | +278.6% | +597.2% | +419.8% |
| All | +2,408.2% | +494.7% | +1,913.5% | +928.3% |
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