+169.3%
RTX vs LDOS
+43.9%
+125.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.2% | -5.4% | +0.3% | -3.6% |
| 30D | -9.4% | +4.9% | -14.3% | -10.7% |
| 3M | +12.3% | +7.2% | +5.1% | +9.4% |
| 6M | -3.1% | -24.2% | +21.1% | +4.5% |
| YTD | +10.7% | -25.8% | +36.5% | +19.1% |
| 1Y | +28.4% | -24.7% | +53.1% | +37.3% |
| 3Y | +147.1% | +39.3% | +107.8% | +97.4% |
| All | +169.3% | +43.9% | +125.4% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling