+51.5%
LHX vs LDOS
+32.3%
+19.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.5% |
| 7D | -6.4% | -7.2% | +0.8% | -4.1% |
| 30D | +11.2% | +16.8% | -5.6% | +5.3% |
| 3M | -9.8% | -1.6% | -8.2% | -9.6% |
| 6M | -13.2% | -1.0% | -12.3% | -13.9% |
| YTD | -10.4% | -25.8% | +15.4% | -3.0% |
| 1Y | -7.3% | -31.1% | +23.8% | +2.8% |
| 3Y | +51.5% | +32.8% | +18.7% | +30.8% |
| All | +51.5% | +32.3% | +19.2% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling