+739.6%
HON vs LDOS
+509.1%
+230.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.9% | -3.7% | +0.8% | -1.6% |
| 30D | +1.4% | +16.4% | -15.0% | -4.7% |
| 3M | -12.8% | +7.4% | -20.2% | -15.9% |
| 6M | -0.7% | -0.3% | -0.4% | -2.1% |
| YTD | +6.9% | -24.0% | +30.9% | +16.0% |
| 1Y | +6.5% | -29.6% | +36.0% | +19.0% |
| 3Y | +22.9% | +35.1% | -12.2% | +1.3% |
| 5Y | +7.0% | +52.9% | -45.9% | -18.1% |
| 10Y | +158.3% | +262.2% | -103.9% | +35.4% |
| All | +739.6% | +509.1% | +230.5% | +223.1% |
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 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