+656.7%
HCA vs LDOS
+262.7%
+394.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.1% |
| 7D | +7.9% | -5.8% | +13.8% | +10.3% |
| 30D | +11.9% | +11.6% | +0.4% | +7.3% |
| 3M | +22.4% | -1.0% | +23.4% | +22.2% |
| 6M | +16.5% | +5.1% | +11.4% | +12.9% |
| YTD | +8.7% | -24.0% | +32.8% | +17.3% |
| 1Y | +6.7% | -30.3% | +36.9% | +19.2% |
| 3Y | +127.0% | +37.0% | +90.1% | +80.2% |
| 5Y | +113.9% | +53.4% | +60.5% | +57.1% |
| 10Y | +656.7% | +252.0% | +404.8% | +345.9% |
| All | +656.7% | +262.7% | +394.1% | +345.9% |
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