+309.7%
HIG vs LDOS
+260.1%
+49.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.9% |
| 7D | -1.1% | -7.1% | +6.1% | +1.5% |
| 30D | -4.9% | -6.1% | +1.2% | -2.9% |
| 3M | +6.8% | +5.6% | +1.2% | +3.7% |
| 6M | -1.7% | -26.9% | +25.2% | +9.2% |
| YTD | -0.2% | -27.9% | +27.7% | +10.1% |
| 1Y | +5.7% | -26.8% | +32.5% | +15.6% |
| 3Y | +100.3% | +39.6% | +60.7% | +59.4% |
| 5Y | +118.5% | +39.4% | +79.1% | +70.0% |
| 10Y | +309.7% | +260.0% | +49.8% | +146.6% |
| All | +309.7% | +260.1% | +49.6% | +146.6% |
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