+122.4%
HL vs LDOS
+262.7%
-140.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.9% |
| 7D | +13.8% | -5.8% | +19.6% | +15.6% |
| 30D | -9.7% | +11.6% | -21.3% | -12.5% |
| 3M | -8.5% | -1.0% | -7.5% | -8.7% |
| 6M | -17.2% | +5.1% | -22.2% | -19.2% |
| YTD | -19.6% | -24.0% | +4.4% | -14.3% |
| 1Y | +11.1% | -30.3% | +41.4% | +21.5% |
| 3Y | +299.7% | +37.0% | +262.7% | +242.9% |
| 5Y | +156.5% | +53.4% | +103.1% | +109.1% |
| 10Y | +122.4% | +252.0% | -129.6% | +89.6% |
| All | +122.4% | +262.7% | -140.3% | +89.6% |
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