+139.1%
HON vs LDOS
+274.0%
-135.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | -3.6% | -5.4% | +1.8% | -1.5% |
| 30D | -15.3% | +4.9% | -20.2% | -17.1% |
| 3M | -7.9% | +7.2% | -15.1% | -11.2% |
| 6M | -18.1% | -24.2% | +6.2% | -9.6% |
| YTD | +3.8% | -25.8% | +29.6% | +14.4% |
| 1Y | +0.5% | -24.7% | +25.2% | +9.7% |
| 3Y | +19.8% | +39.3% | -19.5% | -4.7% |
| 5Y | +2.9% | +43.3% | -40.4% | -21.1% |
| All | +139.1% | +274.0% | -135.0% | +31.2% |
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