+28.3%
HD vs LDOS
+35.4%
-7.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +6.4% | -3.7% | +10.1% | +7.0% |
| 30D | +22.1% | +16.4% | +5.7% | +19.1% |
| 3M | -0.2% | +7.4% | -7.6% | -1.5% |
| 6M | +12.6% | -0.3% | +12.9% | +12.1% |
| YTD | +3.9% | -24.0% | +27.9% | +7.2% |
| 1Y | -3.7% | -29.6% | +25.8% | +0.8% |
| All | +28.3% | +35.4% | -7.1% | +11.2% |
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