+103.4%
HIG vs LDOS
+42.3%
+61.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +0.3% | -5.4% | +5.7% | +1.0% |
| 30D | -3.2% | +4.9% | -8.1% | -4.0% |
| 3M | +9.1% | +7.2% | +2.0% | +7.7% |
| 6M | -1.8% | -24.2% | +22.5% | +2.2% |
| YTD | +1.8% | -25.8% | +27.6% | +5.7% |
| 1Y | +4.6% | -24.7% | +29.3% | +8.2% |
| All | +103.4% | +42.3% | +61.2% | +80.3% |
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