+276.9%
HL vs LDOS
+33.8%
+243.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -5.6% | -1.3% | -4.2% | -5.4% |
| 30D | -16.2% | +10.1% | -26.3% | -17.1% |
| 3M | -20.5% | -4.7% | -15.8% | -20.2% |
| 6M | -31.7% | +5.6% | -37.2% | -32.4% |
| YTD | -26.4% | -25.1% | -1.3% | -22.9% |
| 1Y | -4.3% | -31.7% | +27.4% | +1.1% |
| All | +276.9% | +33.8% | +243.0% | +255.0% |
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