+4,523.8%
MU vs LDOS
+509.1%
+4,014.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.1% | -17.6% | -17.5% |
| 7D | -29.7% | -3.7% | -26.0% | -28.8% |
| 30D | -37.2% | +16.4% | -53.6% | -42.0% |
| 3M | -26.5% | +7.4% | -33.9% | -30.2% |
| 6M | +2.6% | -0.3% | +2.9% | -0.9% |
| YTD | +130.1% | -24.0% | +154.2% | +148.4% |
| 1Y | +176.7% | -29.6% | +206.3% | +210.9% |
| 3Y | +813.1% | +35.1% | +778.0% | +597.9% |
| 5Y | +822.0% | +52.9% | +769.0% | +529.1% |
| 10Y | +3,936.2% | +262.2% | +3,673.9% | +1,449.9% |
| All | +4,523.8% | +509.1% | +4,014.8% | +1,064.9% |
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