+160.5%
HON vs LDOS
+241.3%
-80.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.7% |
| 7D | -0.4% | -1.3% | +1.0% | +0.1% |
| 30D | +8.6% | +10.1% | -1.5% | +4.5% |
| 3M | -0.8% | -4.7% | +3.9% | +0.4% |
| 6M | -0.1% | +5.6% | -5.7% | -3.6% |
| YTD | +12.8% | -25.1% | +37.9% | +23.2% |
| 1Y | +10.4% | -31.7% | +42.1% | +25.3% |
| 3Y | +30.5% | +33.7% | -3.2% | +5.5% |
| 5Y | +15.0% | +54.4% | -39.4% | -15.4% |
| 10Y | +160.5% | +236.4% | -75.9% | +59.0% |
| All | +160.5% | +241.3% | -80.8% | +59.0% |
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