+857.4%
LHX vs LDOS
+494.7%
+362.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -2.0% | -5.4% | +3.5% | +0.4% |
| 30D | -9.9% | +4.9% | -14.8% | -12.0% |
| 3M | -16.5% | +7.2% | -23.7% | -19.5% |
| 6M | -29.6% | -24.2% | -5.3% | -21.2% |
| YTD | -11.6% | -25.8% | +14.2% | -0.9% |
| 1Y | -4.1% | -24.7% | +20.6% | +6.7% |
| 3Y | +53.3% | +39.3% | +14.0% | +26.1% |
| 5Y | +22.3% | +43.3% | -21.0% | -1.9% |
| 10Y | +231.9% | +278.6% | -46.7% | +73.5% |
| All | +857.4% | +494.7% | +362.6% | +282.5% |
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