+102.8%
MSI vs LDOS
+43.9%
+58.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.7% | -5.4% | +1.7% | -2.5% |
| 30D | +6.8% | +4.9% | +1.9% | +5.7% |
| 3M | +14.3% | +7.2% | +7.1% | +12.3% |
| 6M | -1.6% | -24.2% | +22.7% | +4.0% |
| YTD | +22.8% | -25.8% | +48.6% | +29.6% |
| 1Y | -1.1% | -24.7% | +23.6% | +3.7% |
| 3Y | +70.5% | +39.3% | +31.2% | +46.0% |
| All | +102.8% | +43.9% | +58.9% | +69.4% |
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