+211.9%
LHX vs LDOS
+228.4%
-16.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | +5.3% | -3.5% | +8.8% | +7.1% |
| 30D | +15.8% | +9.5% | +6.3% | +10.7% |
| 3M | -6.1% | -6.3% | +0.2% | -3.6% |
| 6M | -11.4% | +2.8% | -14.2% | -13.6% |
| YTD | -6.3% | -26.6% | +20.4% | +6.2% |
| 1Y | -8.0% | -31.3% | +23.3% | +7.6% |
| 3Y | +58.1% | +30.9% | +27.1% | +28.5% |
| 5Y | +36.3% | +49.4% | -13.1% | +1.9% |
| All | +211.9% | +228.4% | -16.5% | +69.7% |
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