+15.2%
AON vs LDOS
+51.2%
-36.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | +21.7% | +9.5% | +12.1% | +19.1% |
| 3M | -5.1% | -6.3% | +1.2% | -4.0% |
| 6M | +5.9% | +2.8% | +3.1% | +4.5% |
| YTD | -4.8% | -26.6% | +21.8% | +0.7% |
| 1Y | -4.1% | -31.3% | +27.2% | +3.0% |
| 3Y | +2.0% | +30.9% | -28.9% | -10.9% |
| 5Y | +15.2% | +49.4% | -34.2% | -0.8% |
| All | +15.2% | +51.2% | -36.0% | -0.8% |
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 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