+156.6%
HBAN vs LDOS
+260.1%
-103.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.3% |
| 7D | +2.1% | -7.1% | +9.2% | +5.3% |
| 30D | -4.5% | -6.1% | +1.6% | -2.1% |
| 3M | +2.6% | +5.6% | -3.1% | -1.1% |
| 6M | +4.7% | -26.9% | +31.7% | +19.1% |
| YTD | -1.5% | -27.9% | +26.4% | +11.6% |
| 1Y | -1.9% | -26.8% | +24.9% | +10.0% |
| 3Y | +75.2% | +39.6% | +35.6% | +34.8% |
| 5Y | +37.2% | +39.4% | -2.2% | +3.2% |
| 10Y | +156.6% | +260.0% | -103.4% | +32.4% |
| All | +156.6% | +260.1% | -103.5% | +32.4% |
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