+1,099.0%
AON vs LDOS
+515.5%
+583.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | +23.3% | +12.8% | +10.5% | +18.8% |
| 3M | -5.5% | -1.0% | -4.5% | -5.5% |
| 6M | +8.0% | +6.2% | +1.9% | +5.3% |
| YTD | -4.0% | -23.2% | +19.2% | +2.4% |
| 1Y | -1.7% | -29.5% | +27.7% | +7.5% |
| 3Y | +2.9% | +37.1% | -34.1% | -11.0% |
| 5Y | +17.2% | +55.6% | -38.4% | -4.1% |
| 10Y | +225.8% | +249.4% | -23.6% | +101.7% |
| All | +1,099.0% | +515.5% | +583.6% | +483.6% |
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 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