+671.4%
MSI vs LDOS
+254.8%
+416.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +7.4% | +1.9% | +5.5% | +6.7% |
| 30D | +18.7% | +12.8% | +5.9% | +13.8% |
| 3M | +14.5% | -1.0% | +15.5% | +14.4% |
| 6M | +38.1% | +6.2% | +31.9% | +34.2% |
| YTD | +38.7% | -23.2% | +61.9% | +49.0% |
| 1Y | +35.4% | -29.5% | +64.9% | +49.8% |
| 3Y | +75.1% | +37.1% | +38.0% | +44.5% |
| 5Y | +126.4% | +55.6% | +70.8% | +73.8% |
| 10Y | +671.4% | +249.4% | +422.0% | +337.3% |
| All | +671.4% | +254.8% | +416.6% | +337.3% |
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 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