+974.4%
LMT vs LDOS
+494.7%
+479.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -6.3% | -5.4% | -0.9% | -4.4% |
| 30D | -8.5% | +4.9% | -13.4% | -10.1% |
| 3M | +1.8% | +7.2% | -5.4% | -1.1% |
| 6M | -19.9% | -24.2% | +4.3% | -12.3% |
| YTD | +10.6% | -25.8% | +36.4% | +21.2% |
| 1Y | +17.9% | -24.7% | +42.7% | +28.3% |
| 3Y | +27.0% | +39.3% | -12.3% | +8.4% |
| 5Y | +68.7% | +43.3% | +25.4% | +41.0% |
| 10Y | +181.1% | +278.6% | -97.5% | +73.4% |
| All | +974.4% | +494.7% | +479.7% | +452.3% |
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 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