+20.6%
LMT vs LDOS
+4.8%
+15.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +2.1% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | +19.2% | +10.1% | +9.1% | +14.8% |
| 3M | +2.7% | -4.7% | +7.3% | +4.0% |
| 6M | +20.6% | +5.6% | +15.0% | +15.3% |
| All | +20.6% | +4.8% | +15.9% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling