+108.4%
HCA vs LDOS
+49.1%
+59.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | +4.6% | -7.2% | +11.8% | +6.3% |
| 30D | +12.7% | +16.8% | -4.1% | +8.8% |
| 3M | +21.3% | -1.6% | +22.9% | +21.4% |
| 6M | +15.7% | -1.0% | +16.7% | +15.0% |
| YTD | +6.6% | -25.8% | +32.4% | +11.9% |
| 1Y | +5.7% | -31.1% | +36.8% | +13.4% |
| 3Y | +119.2% | +32.8% | +86.4% | +82.1% |
| All | +108.4% | +49.1% | +59.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling