+3.1%
AON vs LDOS
+33.8%
-30.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -2.4% | -1.3% | -1.0% | -2.1% |
| 30D | +22.8% | +10.1% | +12.7% | +20.6% |
| 3M | -5.3% | -4.7% | -0.7% | -4.9% |
| 6M | +8.4% | +5.6% | +2.8% | +6.4% |
| YTD | -3.9% | -25.1% | +21.2% | -0.8% |
| 1Y | -3.1% | -31.7% | +28.6% | +1.6% |
| All | +3.1% | +33.8% | -30.7% | -12.6% |
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