+846.5%
HAS vs LDOS
+509.1%
+337.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | 0.0% | -3.7% | +3.7% | +1.1% |
| 30D | +31.3% | +16.4% | +14.9% | +24.7% |
| 3M | +32.1% | +7.4% | +24.7% | +28.4% |
| 6M | +28.1% | -0.3% | +28.5% | +26.9% |
| YTD | +49.1% | -24.0% | +73.1% | +60.3% |
| 1Y | +60.5% | -29.6% | +90.1% | +77.1% |
| 3Y | +183.9% | +35.1% | +148.8% | +142.1% |
| 5Y | +51.2% | +52.9% | -1.7% | +20.9% |
| 10Y | +105.3% | +262.2% | -157.0% | +22.6% |
| All | +846.5% | +509.1% | +337.4% | +344.2% |
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 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