+164.1%
HON vs LDOS
+262.7%
-98.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.7% | +3.2% |
| 7D | +2.3% | -5.8% | +8.2% | +4.5% |
| 30D | +10.2% | +11.6% | -1.3% | +5.6% |
| 3M | -6.7% | -1.0% | -5.7% | -6.9% |
| 6M | +3.3% | +5.1% | -1.7% | -0.1% |
| YTD | +13.4% | -24.0% | +37.5% | +23.3% |
| 1Y | +14.7% | -30.3% | +45.0% | +29.2% |
| 3Y | +33.4% | +37.0% | -3.5% | +6.8% |
| 5Y | +12.7% | +53.4% | -40.6% | -16.6% |
| 10Y | +164.1% | +252.0% | -87.8% | +64.1% |
| All | +164.1% | +262.7% | -98.5% | +64.1% |
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