-9.3%
LHX vs LDOS
-27.6%
+18.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.7% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +9.7% | +13.6% | -3.9% | +4.7% |
| 3M | -8.5% | +4.2% | -12.7% | -10.3% |
| 6M | -15.1% | -8.2% | -6.9% | -14.0% |
| YTD | -10.4% | -24.1% | +13.7% | -5.8% |
| 1Y | -9.3% | -31.2% | +21.9% | +0.3% |
| All | -9.3% | -27.6% | +18.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling