+183.3%
LMT vs LDOS
+274.0%
-90.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.7% |
| 7D | -6.3% | -5.4% | -0.9% | -4.0% |
| 30D | -8.5% | +4.9% | -13.4% | -10.5% |
| 3M | +1.8% | +7.2% | -5.4% | -1.8% |
| 6M | -19.9% | -24.2% | +4.3% | -10.6% |
| YTD | +10.6% | -25.8% | +36.4% | +23.4% |
| 1Y | +17.9% | -24.7% | +42.7% | +30.3% |
| 3Y | +27.0% | +39.3% | -12.3% | +2.0% |
| 5Y | +68.7% | +43.3% | +25.4% | +31.5% |
| All | +183.3% | +274.0% | -90.7% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling