+173.2%
LNT vs LDOS
+262.7%
-89.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | +0.6% | -5.8% | +6.4% | +2.1% |
| 30D | +12.4% | +11.6% | +0.8% | +9.3% |
| 3M | +6.7% | -1.0% | +7.7% | +6.7% |
| 6M | +3.9% | +5.1% | -1.1% | +1.8% |
| YTD | +16.5% | -24.0% | +40.6% | +23.2% |
| 1Y | +12.5% | -30.3% | +42.8% | +21.8% |
| 3Y | +66.9% | +37.0% | +29.9% | +42.4% |
| 5Y | +56.1% | +53.4% | +2.7% | +26.3% |
| 10Y | +173.2% | +252.0% | -78.8% | +98.9% |
| All | +173.2% | +262.7% | -89.5% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling