+89.7%
LMT vs LDOS
+49.1%
+40.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | -11.0% | -7.2% | -3.8% | -8.6% |
| 30D | +13.6% | +16.8% | -3.3% | +7.4% |
| 3M | -2.1% | -1.6% | -0.5% | -1.8% |
| 6M | +11.7% | -1.0% | +12.7% | +11.1% |
| YTD | +19.4% | -25.8% | +45.1% | +30.3% |
| 1Y | +24.1% | -31.1% | +55.1% | +39.1% |
| 3Y | +36.2% | +32.8% | +3.4% | +12.0% |
| All | +89.7% | +49.1% | +40.5% | +48.5% |
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 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