+691.2%
LNT vs LDOS
+495.0%
+196.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +1.4% | -7.2% | +8.6% | +3.4% |
| 30D | +12.3% | +16.8% | -4.6% | +7.6% |
| 3M | +5.3% | -1.6% | +6.9% | +5.4% |
| 6M | +2.0% | -1.0% | +3.0% | +1.4% |
| YTD | +15.3% | -25.8% | +41.0% | +22.7% |
| 1Y | +12.3% | -31.1% | +43.4% | +22.0% |
| 3Y | +59.1% | +32.8% | +26.3% | +39.2% |
| 5Y | +51.7% | +49.4% | +2.3% | +26.4% |
| 10Y | +170.1% | +253.9% | -83.8% | +71.7% |
| All | +691.2% | +495.0% | +196.2% | +296.4% |
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