+206.5%
LMT vs LDOS
+241.3%
-34.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +2.2% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +19.2% | +10.1% | +9.1% | +14.3% |
| 3M | +2.7% | -4.7% | +7.3% | +4.5% |
| 6M | +20.6% | +5.6% | +15.0% | +16.7% |
| YTD | +28.4% | -25.1% | +53.5% | +42.5% |
| 1Y | +36.9% | -31.7% | +68.6% | +58.2% |
| 3Y | +48.5% | +33.7% | +14.8% | +21.1% |
| 5Y | +107.6% | +54.4% | +53.2% | +55.0% |
| 10Y | +206.5% | +236.4% | -30.0% | +65.2% |
| All | +206.5% | +241.3% | -34.8% | +65.2% |
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 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