+54.8%
HAL vs LDOS
+508.5%
-453.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.5% |
| 7D | -7.7% | -2.8% | -4.9% | -6.5% |
| 30D | +0.7% | +13.6% | -12.9% | -6.3% |
| 3M | +2.5% | +4.2% | -1.8% | -0.8% |
| 6M | -20.7% | -8.2% | -12.5% | -18.8% |
| YTD | +18.4% | -24.1% | +42.5% | +32.3% |
| 1Y | +25.6% | -31.2% | +56.8% | +48.2% |
| 3Y | -12.3% | +35.0% | -47.3% | -33.1% |
| 5Y | +48.4% | +52.6% | -4.3% | +3.8% |
| 10Y | -13.7% | +261.9% | -275.5% | -61.0% |
| All | +54.8% | +508.5% | -453.6% | -51.8% |
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