+5.1%
AON vs LDOS
+32.3%
-27.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.3% |
| 7D | +4.4% | -7.2% | +11.6% | +5.8% |
| 30D | +24.1% | +16.8% | +7.3% | +20.6% |
| 3M | -7.0% | -1.6% | -5.4% | -6.9% |
| 6M | +9.1% | -1.0% | +10.1% | +8.3% |
| YTD | -4.4% | -25.8% | +21.4% | -1.1% |
| 1Y | -0.8% | -31.1% | +30.3% | +3.9% |
| 3Y | +5.1% | +32.8% | -27.7% | -10.3% |
| All | +5.1% | +32.3% | -27.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling