+592.6%
MSI vs LDOS
+509.1%
+83.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.1% | -3.7% | +8.8% | +6.3% |
| 30D | +13.3% | +16.4% | -3.1% | +7.0% |
| 3M | +18.3% | +7.4% | +10.9% | +14.9% |
| 6M | +18.7% | -0.3% | +19.0% | +17.8% |
| YTD | +36.0% | -24.0% | +60.0% | +47.0% |
| 1Y | +32.6% | -29.6% | +62.2% | +47.2% |
| 3Y | +78.3% | +35.1% | +43.2% | +49.9% |
| 5Y | +121.6% | +52.9% | +68.7% | +74.2% |
| 10Y | +689.0% | +262.2% | +426.8% | +331.3% |
| All | +592.6% | +509.1% | +83.6% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling