+99.9%
LMT vs LDOS
+48.3%
+51.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +5.1% | -1.6% | +6.7% | +5.7% |
| 30D | +14.1% | +8.2% | +5.9% | +10.9% |
| 3M | +0.3% | -8.2% | +8.5% | +3.1% |
| 6M | +16.1% | +5.8% | +10.3% | +12.8% |
| YTD | +25.5% | -27.0% | +52.4% | +37.8% |
| 1Y | +34.1% | -31.0% | +65.1% | +50.3% |
| 3Y | +45.1% | +29.3% | +15.8% | +20.6% |
| All | +99.9% | +48.3% | +51.6% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling