+100.5%
HAS vs LDOS
+248.5%
-148.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | -0.2% | -7.2% | +7.1% | +2.5% |
| 30D | +31.0% | +16.8% | +14.2% | +23.7% |
| 3M | +30.7% | -1.6% | +32.2% | +30.9% |
| 6M | +23.9% | -1.0% | +24.9% | +23.0% |
| YTD | +48.3% | -25.8% | +74.1% | +62.4% |
| 1Y | +60.2% | -31.1% | +91.3% | +80.7% |
| 3Y | +189.2% | +32.8% | +156.4% | +137.4% |
| 5Y | +50.4% | +49.4% | +1.0% | +13.7% |
| All | +100.5% | +248.5% | -148.0% | +13.2% |
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