+5.8%
HD vs LDOS
+39.7%
-33.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -2.1% | -5.4% | +3.4% | -1.2% |
| 30D | -8.4% | +4.9% | -13.3% | -9.2% |
| 3M | +4.3% | +7.2% | -2.8% | +2.8% |
| 6M | -11.1% | -24.2% | +13.1% | -7.5% |
| YTD | -4.7% | -25.8% | +21.1% | -0.8% |
| 1Y | -19.8% | -24.7% | +4.9% | -16.9% |
| All | +5.8% | +39.7% | -33.9% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling