+672.6%
RTX vs LDOS
+494.7%
+177.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -5.2% | -5.4% | +0.3% | -3.0% |
| 30D | -9.4% | +4.9% | -14.3% | -11.3% |
| 3M | +12.3% | +7.2% | +5.1% | +8.3% |
| 6M | -3.1% | -24.2% | +21.1% | +7.3% |
| YTD | +10.7% | -25.8% | +36.5% | +22.3% |
| 1Y | +28.4% | -24.7% | +53.1% | +40.7% |
| 3Y | +147.1% | +39.3% | +107.8% | +100.5% |
| 5Y | +167.2% | +43.3% | +123.9% | +111.0% |
| 10Y | +274.7% | +278.6% | -3.8% | +100.8% |
| All | +672.6% | +494.7% | +177.8% | +215.4% |
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