+112.8%
HL vs LDOS
+48.3%
+64.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -11.1% | -1.6% | -9.5% | -10.8% |
| 30D | -12.1% | +8.2% | -20.3% | -13.5% |
| 3M | -26.1% | -8.2% | -17.9% | -25.1% |
| 6M | -37.7% | +5.8% | -43.6% | -39.0% |
| YTD | -31.7% | -27.0% | -4.7% | -27.0% |
| 1Y | -11.6% | -31.0% | +19.3% | -4.4% |
| 3Y | +249.6% | +29.3% | +220.4% | +203.2% |
| All | +112.8% | +48.3% | +64.5% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling