+144.6%
HL vs LDOS
+241.3%
-96.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.5% |
| 7D | -5.6% | -1.3% | -4.2% | -5.3% |
| 30D | -16.2% | +10.1% | -26.3% | -18.5% |
| 3M | -20.5% | -4.7% | -15.8% | -19.9% |
| 6M | -31.7% | +5.6% | -37.2% | -33.5% |
| YTD | -26.4% | -25.1% | -1.3% | -21.1% |
| 1Y | -4.3% | -31.7% | +27.4% | +5.3% |
| 3Y | +276.9% | +33.7% | +243.2% | +224.7% |
| 5Y | +124.1% | +54.4% | +69.7% | +81.4% |
| 10Y | +144.6% | +236.4% | -91.8% | +83.7% |
| All | +144.6% | +241.3% | -96.6% | +83.7% |
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