+663.5%
RTX vs LDOS
+508.5%
+155.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | +1.3% | -2.8% | +4.1% | +2.3% |
| 30D | +7.6% | +13.6% | -5.9% | +2.0% |
| 3M | -8.6% | +4.2% | -12.9% | -10.7% |
| 6M | +15.6% | -8.2% | +23.8% | +18.0% |
| YTD | +9.4% | -24.1% | +33.5% | +19.3% |
| 1Y | +14.7% | -31.2% | +45.9% | +30.3% |
| 3Y | +154.7% | +35.0% | +119.7% | +109.2% |
| 5Y | +150.9% | +52.6% | +98.2% | +92.4% |
| 10Y | +290.8% | +261.9% | +28.9% | +112.4% |
| All | +663.5% | +508.5% | +155.0% | +207.7% |
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