+1,394.9%
HD vs LDOS
+494.7%
+900.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | -5.4% | +3.4% | -0.2% |
| 30D | -8.4% | +4.9% | -13.3% | -10.1% |
| 3M | +4.3% | +7.2% | -2.8% | +1.2% |
| 6M | -11.1% | -24.2% | +13.1% | -3.2% |
| YTD | -4.7% | -25.8% | +21.1% | +3.8% |
| 1Y | -19.8% | -24.7% | +4.9% | -13.4% |
| 3Y | +4.1% | +39.3% | -35.2% | -12.9% |
| 5Y | +10.3% | +43.3% | -33.0% | -10.4% |
| 10Y | +203.2% | +278.6% | -75.4% | +71.4% |
| All | +1,394.9% | +494.7% | +900.2% | +562.5% |
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