+144.2%
RTX vs LDOS
+32.3%
+111.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -5.1% | -7.2% | +2.1% | -3.9% |
| 30D | +5.1% | +16.8% | -11.7% | +2.0% |
| 3M | -14.8% | -1.6% | -13.2% | -14.8% |
| 6M | +8.0% | -1.0% | +9.0% | +7.3% |
| YTD | +4.5% | -25.8% | +30.2% | +8.3% |
| 1Y | +9.8% | -31.1% | +40.9% | +15.6% |
| 3Y | +144.2% | +32.8% | +111.4% | +130.1% |
| All | +144.2% | +32.3% | +111.9% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling