+870.2%
LHX vs LDOS
+495.0%
+375.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.7% |
| 7D | -6.4% | -7.2% | +0.8% | -3.4% |
| 30D | +11.2% | +16.8% | -5.6% | +3.7% |
| 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% | 0.0% |
| 1Y | -7.3% | -31.1% | +23.8% | +6.9% |
| 3Y | +51.5% | +32.8% | +18.7% | +26.9% |
| 5Y | +28.2% | +49.4% | -21.2% | +0.8% |
| 10Y | +232.4% | +253.9% | -21.4% | +78.3% |
| All | +870.2% | +495.0% | +375.2% | +286.2% |
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