+932.6%
LHX vs LDOS
+500.4%
+432.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.3% |
| 7D | +6.5% | -1.3% | +7.8% | +7.1% |
| 30D | +16.1% | +10.1% | +6.0% | +11.1% |
| 3M | -2.8% | -4.7% | +1.8% | -1.2% |
| 6M | -7.7% | +5.6% | -13.3% | -10.8% |
| YTD | -4.6% | -25.1% | +20.5% | +6.0% |
| 1Y | -6.8% | -31.7% | +24.9% | +7.9% |
| 3Y | +60.8% | +33.7% | +27.1% | +34.4% |
| 5Y | +39.5% | +54.4% | -14.8% | +8.1% |
| 10Y | +222.4% | +236.4% | -14.0% | +76.4% |
| All | +932.6% | +500.4% | +432.1% | +309.4% |
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