+1,048.8%
AON vs LDOS
+494.7%
+554.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -9.1% | -5.4% | -3.7% | -7.6% |
| 30D | -10.2% | +4.9% | -15.1% | -11.7% |
| 3M | +0.5% | +7.2% | -6.7% | -2.2% |
| 6M | -4.8% | -24.2% | +19.4% | +2.7% |
| YTD | -8.0% | -25.8% | +17.8% | -0.8% |
| 1Y | -13.1% | -24.7% | +11.6% | -6.9% |
| 3Y | -1.3% | +39.3% | -40.6% | -15.2% |
| 5Y | +14.9% | +43.3% | -28.4% | -3.5% |
| 10Y | +214.9% | +278.6% | -63.7% | +90.4% |
| All | +1,048.8% | +494.7% | +554.1% | +465.7% |
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