+35.4%
MSI vs LDOS
-29.6%
+65.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +7.4% | +1.9% | +5.5% | +7.0% |
| 30D | +18.7% | +12.8% | +5.9% | +16.0% |
| 3M | +14.5% | -1.0% | +15.5% | +14.4% |
| 6M | +38.1% | +6.2% | +31.9% | +35.4% |
| YTD | +38.7% | -23.2% | +61.9% | +38.0% |
| 1Y | +35.4% | -29.5% | +64.9% | +33.6% |
| All | +35.4% | -29.6% | +65.0% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling