+1,555.0%
HD vs LDOS
+508.5%
+1,046.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.3% |
| 7D | +11.9% | -2.8% | +14.7% | +13.0% |
| 30D | +26.4% | +13.6% | +12.8% | +20.9% |
| 3M | +2.8% | +4.2% | -1.4% | +0.9% |
| 6M | +15.5% | -8.2% | +23.7% | +17.6% |
| YTD | +5.5% | -24.1% | +29.6% | +13.7% |
| 1Y | -4.6% | -31.2% | +26.6% | +6.5% |
| 3Y | +29.9% | +35.0% | -5.1% | +10.0% |
| 5Y | +8.4% | +52.6% | -44.2% | -14.0% |
| 10Y | +275.2% | +261.9% | +13.3% | +115.2% |
| All | +1,555.0% | +508.5% | +1,046.6% | +626.1% |
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