+3,971.9%
MU vs LDOS
+248.5%
+3,723.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.8% |
| 7D | -22.0% | -7.2% | -14.8% | -20.3% |
| 30D | -36.6% | +16.8% | -53.4% | -40.1% |
| 3M | -21.7% | -1.6% | -20.1% | -22.1% |
| 6M | +3.5% | -1.0% | +4.5% | +1.9% |
| YTD | +141.9% | -25.8% | +167.7% | +162.1% |
| 1Y | +189.8% | -31.1% | +220.9% | +224.6% |
| 3Y | +855.4% | +32.8% | +822.6% | +669.0% |
| 5Y | +869.2% | +49.4% | +819.8% | +609.0% |
| All | +3,971.9% | +248.5% | +3,723.5% | +2,189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling