+124.2%
MSI vs LDOS
+48.3%
+75.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.2% | -1.6% | +4.9% | +3.6% |
| 30D | +17.6% | +8.2% | +9.3% | +15.3% |
| 3M | +14.5% | -8.2% | +22.7% | +16.5% |
| 6M | +34.3% | +5.8% | +28.4% | +31.9% |
| YTD | +39.7% | -27.0% | +66.7% | +47.9% |
| 1Y | +40.2% | -31.0% | +71.1% | +50.4% |
| 3Y | +77.1% | +29.3% | +47.9% | +53.5% |
| All | +124.2% | +48.3% | +75.9% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling