+525.4%
MSI vs LDOS
+494.7%
+30.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -3.7% | -5.4% | +1.7% | -1.8% |
| 30D | +6.8% | +4.9% | +1.9% | +5.0% |
| 3M | +14.3% | +7.2% | +7.1% | +10.9% |
| 6M | -1.6% | -24.2% | +22.7% | +7.9% |
| YTD | +22.8% | -25.8% | +48.6% | +34.3% |
| 1Y | -1.1% | -24.7% | +23.6% | +7.2% |
| 3Y | +70.5% | +39.3% | +31.2% | +41.8% |
| 5Y | +102.8% | +43.3% | +59.5% | +63.6% |
| 10Y | +597.4% | +278.6% | +318.8% | +275.1% |
| All | +525.4% | +494.7% | +30.7% | +156.8% |
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