+202.1%
LMT vs LDOS
+262.7%
-60.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.7% |
| 7D | -8.5% | -5.8% | -2.7% | -6.3% |
| 30D | +15.4% | +11.6% | +3.9% | +10.1% |
| 3M | +0.7% | -1.0% | +1.7% | +0.8% |
| 6M | +17.6% | +5.1% | +12.6% | +14.0% |
| YTD | +23.8% | -24.0% | +47.9% | +36.6% |
| 1Y | +31.6% | -30.3% | +61.9% | +50.8% |
| 3Y | +44.0% | +37.0% | +7.0% | +16.1% |
| 5Y | +98.8% | +53.4% | +45.5% | +49.1% |
| 10Y | +202.1% | +252.0% | -49.8% | +57.4% |
| All | +202.1% | +262.7% | -60.5% | +57.4% |
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