+265.1%
HIG vs LDOS
+262.7%
+2.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.2% |
| 7D | -0.5% | -5.8% | +5.3% | +1.6% |
| 30D | +4.5% | +11.6% | -7.1% | +0.3% |
| 3M | -5.5% | -1.0% | -4.5% | -5.6% |
| 6M | +3.1% | +5.1% | -2.0% | 0.0% |
| YTD | -0.8% | -24.0% | +23.2% | +7.2% |
| 1Y | +6.1% | -30.3% | +36.4% | +18.6% |
| 3Y | +94.1% | +37.0% | +57.2% | +56.1% |
| 5Y | +106.4% | +53.4% | +53.1% | +53.5% |
| 10Y | +265.1% | +252.0% | +13.1% | +108.0% |
| All | +265.1% | +262.7% | +2.4% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling