+121.6%
MSI vs LDOS
+52.0%
+69.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.1% | -3.7% | +8.8% | +5.9% |
| 30D | +13.3% | +16.4% | -3.1% | +9.2% |
| 3M | +18.3% | +7.4% | +10.9% | +16.1% |
| 6M | +18.7% | -0.3% | +19.0% | +18.1% |
| YTD | +36.0% | -24.0% | +60.0% | +42.7% |
| 1Y | +32.6% | -29.6% | +62.2% | +41.7% |
| 3Y | +78.3% | +35.1% | +43.2% | +52.9% |
| 5Y | +121.6% | +52.9% | +68.7% | +87.5% |
| All | +121.6% | +52.0% | +69.6% | +87.5% |
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