+3,773.6%
MU vs LDOS
+256.7%
+3,516.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.1% | -17.6% | -17.5% |
| 7D | -29.7% | -3.7% | -26.0% | -29.1% |
| 30D | -37.2% | +16.4% | -53.6% | -40.6% |
| 3M | -26.5% | +7.4% | -33.9% | -29.0% |
| 6M | +2.6% | -0.3% | +2.9% | +0.9% |
| YTD | +130.1% | -24.0% | +154.2% | +147.6% |
| 1Y | +176.7% | -29.6% | +206.3% | +208.0% |
| 3Y | +813.1% | +35.1% | +778.0% | +632.0% |
| 5Y | +822.0% | +52.9% | +769.0% | +569.8% |
| All | +3,773.6% | +256.7% | +3,516.9% | +2,062.8% |
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 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