+663.4%
MSI vs LDOS
+226.9%
+436.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.2% | -1.6% | +4.9% | +3.8% |
| 30D | +17.6% | +8.2% | +9.3% | +14.2% |
| 3M | +14.5% | -8.2% | +22.7% | +17.4% |
| 6M | +34.3% | +5.8% | +28.4% | +30.6% |
| YTD | +39.7% | -27.0% | +66.7% | +52.6% |
| 1Y | +40.2% | -31.0% | +71.1% | +56.0% |
| 3Y | +77.1% | +29.3% | +47.9% | +49.2% |
| 5Y | +124.0% | +48.7% | +75.3% | +74.6% |
| All | +663.4% | +226.9% | +436.5% | +348.1% |
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