+41.7%
HBAN vs LDOS
+494.7%
-453.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.7% | -5.4% | +6.1% | +3.3% |
| 30D | -3.2% | +4.9% | -8.1% | -6.0% |
| 3M | +4.0% | +7.2% | -3.2% | -1.0% |
| 6M | +3.1% | -24.2% | +27.4% | +16.3% |
| YTD | 0.0% | -25.8% | +25.9% | +12.8% |
| 1Y | -1.2% | -24.7% | +23.5% | +10.2% |
| 3Y | +72.5% | +39.3% | +33.2% | +33.2% |
| 5Y | +39.3% | +43.3% | -4.0% | +3.5% |
| 10Y | +157.3% | +278.6% | -121.2% | +8.6% |
| All | +41.7% | +494.7% | -453.0% | -57.4% |
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 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