+1,059.9%
LMT vs LDOS
+495.0%
+564.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.8% |
| 7D | -11.0% | -7.2% | -3.8% | -8.7% |
| 30D | +13.6% | +16.8% | -3.3% | +7.5% |
| 3M | -2.1% | -1.6% | -0.5% | -1.8% |
| 6M | +11.7% | -1.0% | +12.7% | +11.2% |
| YTD | +19.4% | -25.8% | +45.1% | +30.6% |
| 1Y | +24.1% | -31.1% | +55.1% | +39.2% |
| 3Y | +36.2% | +32.8% | +3.4% | +18.1% |
| 5Y | +90.7% | +49.4% | +41.3% | +57.0% |
| 10Y | +212.5% | +253.9% | -41.4% | +96.5% |
| All | +1,059.9% | +495.0% | +564.9% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling