+161.3%
HON vs LDOS
+254.8%
-93.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.9% | +1.9% | 0.0% | +1.1% |
| 30D | +9.9% | +12.8% | -2.9% | +4.8% |
| 3M | -5.8% | -1.0% | -4.8% | -6.0% |
| 6M | +3.0% | +6.2% | -3.2% | -0.8% |
| YTD | +13.1% | -23.2% | +36.3% | +22.4% |
| 1Y | +13.2% | -29.5% | +42.6% | +26.9% |
| 3Y | +30.8% | +37.1% | -6.3% | +4.8% |
| 5Y | +13.0% | +55.6% | -42.6% | -16.9% |
| 10Y | +161.3% | +249.4% | -88.1% | +62.3% |
| All | +161.3% | +254.8% | -93.5% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling