+666.9%
MSI vs LDOS
+248.5%
+418.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +4.7% | -7.2% | +11.9% | +7.2% |
| 30D | +14.8% | +16.8% | -2.1% | +8.6% |
| 3M | +8.8% | -1.6% | +10.4% | +9.0% |
| 6M | +19.3% | -1.0% | +20.3% | +18.8% |
| YTD | +35.3% | -25.8% | +61.1% | +47.0% |
| 1Y | +33.8% | -31.1% | +64.9% | +49.0% |
| 3Y | +74.4% | +32.8% | +41.6% | +45.6% |
| 5Y | +120.5% | +49.4% | +71.1% | +71.9% |
| All | +666.9% | +248.5% | +418.4% | +350.2% |
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