+28.3%
LHX vs LDOS
+49.1%
-20.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.6% |
| 7D | -6.4% | -7.2% | +0.8% | -3.6% |
| 30D | +11.2% | +16.8% | -5.6% | +4.0% |
| 3M | -9.8% | -1.6% | -8.2% | -9.6% |
| 6M | -13.2% | -1.0% | -12.3% | -13.8% |
| YTD | -10.4% | -25.8% | +15.4% | -0.4% |
| 1Y | -7.3% | -31.1% | +23.8% | +6.5% |
| 3Y | +51.5% | +32.8% | +18.7% | +20.6% |
| All | +28.3% | +49.1% | -20.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling