+95.5%
HIG vs LDOS
+30.5%
+65.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +2.6% | -1.6% | +4.2% | +2.8% |
| 30D | +4.2% | +8.2% | -4.1% | +3.0% |
| 3M | +0.2% | -8.2% | +8.4% | +1.2% |
| 6M | +4.6% | +5.8% | -1.2% | +3.3% |
| YTD | +1.1% | -27.0% | +28.1% | +5.0% |
| 1Y | +4.7% | -31.0% | +35.7% | +10.1% |
| 3Y | +95.5% | +29.3% | +66.2% | +80.9% |
| All | +95.5% | +30.5% | +65.0% | +80.9% |
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