+1,014.6%
MU vs LDOS
+52.3%
+962.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.4% | +14.3% | +12.0% |
| 7D | +2.0% | -1.3% | +3.3% | +2.1% |
| 30D | -18.0% | +10.1% | -28.1% | -18.7% |
| 3M | -6.6% | -4.7% | -1.9% | -6.3% |
| 6M | +2.0% | +5.6% | -3.5% | +2.0% |
| YTD | +184.5% | -25.1% | +209.6% | +202.7% |
| 1Y | +236.9% | -31.7% | +268.5% | +268.5% |
| 3Y | +987.0% | +33.7% | +953.2% | +893.7% |
| 5Y | +1,014.6% | +54.4% | +960.3% | +862.1% |
| All | +1,014.6% | +52.3% | +962.4% | +862.1% |
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