+138.8%
HIG vs LDOS
+494.7%
-356.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.3% | -5.4% | +5.7% | +2.9% |
| 30D | -3.2% | +4.9% | -8.1% | -5.8% |
| 3M | +9.1% | +7.2% | +2.0% | +4.1% |
| 6M | -1.8% | -24.2% | +22.5% | +10.4% |
| YTD | +1.8% | -25.8% | +27.6% | +13.7% |
| 1Y | +4.6% | -24.7% | +29.3% | +15.5% |
| 3Y | +101.6% | +39.3% | +62.4% | +54.2% |
| 5Y | +124.5% | +43.3% | +81.2% | +63.8% |
| 10Y | +317.8% | +278.6% | +39.2% | +63.6% |
| All | +138.8% | +494.7% | -356.0% | -37.4% |
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