+2,590.1%
MSFT vs LDOS
+509.1%
+2,081.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | +1.3% | +16.4% | -15.1% | -4.4% |
| 3M | +10.2% | +7.4% | +2.7% | +6.7% |
| 6M | +30.8% | -0.3% | +31.1% | +29.3% |
| YTD | +11.5% | -24.0% | +35.5% | +20.4% |
| 1Y | +6.5% | -29.6% | +36.1% | +18.1% |
| 3Y | +55.5% | +35.1% | +20.3% | +30.1% |
| 5Y | +66.2% | +52.9% | +13.3% | +29.3% |
| 10Y | +928.0% | +262.2% | +665.8% | +455.5% |
| All | +2,590.1% | +509.1% | +2,081.0% | +988.5% |
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