-18.6%
HAL vs LDOS
+248.5%
-267.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +1.0% |
| 7D | -12.0% | -7.2% | -4.8% | -8.5% |
| 30D | +0.3% | +16.8% | -16.6% | -8.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.7% |
| 6M | -20.5% | -1.0% | -19.5% | -21.7% |
| YTD | +14.2% | -25.8% | +40.0% | +30.2% |
| 1Y | +18.9% | -31.1% | +49.9% | +41.8% |
| 3Y | -13.7% | +32.8% | -46.5% | -37.4% |
| 5Y | +42.2% | +49.4% | -7.2% | -7.3% |
| All | -18.6% | +248.5% | -267.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling