+255.0%
HL vs LDOS
+32.3%
+222.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | +8.9% | -7.2% | +16.1% | +9.8% |
| 30D | -10.1% | +16.8% | -26.9% | -11.7% |
| 3M | -7.0% | -1.6% | -5.5% | -7.1% |
| 6M | -18.8% | -1.0% | -17.8% | -18.8% |
| YTD | -23.1% | -25.8% | +2.6% | -19.4% |
| 1Y | +8.9% | -31.1% | +40.0% | +15.0% |
| 3Y | +255.0% | +32.8% | +222.2% | +231.6% |
| All | +255.0% | +32.3% | +222.8% | +231.6% |
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 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