+124.5%
MSI vs LDOS
+51.2%
+73.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +2.1% |
| 7D | +8.3% | -5.8% | +14.2% | +9.8% |
| 30D | +18.9% | +11.6% | +7.3% | +15.7% |
| 3M | +13.2% | -1.0% | +14.2% | +13.2% |
| 6M | +38.3% | +5.1% | +33.2% | +36.0% |
| YTD | +38.9% | -24.0% | +62.9% | +45.7% |
| 1Y | +36.7% | -30.3% | +67.0% | +46.4% |
| 3Y | +76.6% | +37.0% | +39.6% | +50.7% |
| 5Y | +124.5% | +53.4% | +71.1% | +89.4% |
| All | +124.5% | +51.2% | +73.3% | +89.4% |
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