+288.1%
HL vs LDOS
+494.7%
-206.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +1.5% | -5.4% | +6.9% | +3.3% |
| 30D | +25.1% | +4.9% | +20.2% | +22.5% |
| 3M | +22.9% | +7.2% | +15.7% | +18.7% |
| 6M | -4.9% | -24.2% | +19.3% | +3.5% |
| YTD | +7.8% | -25.8% | +33.6% | +17.9% |
| 1Y | +133.9% | -24.7% | +158.6% | +153.3% |
| 3Y | +380.9% | +39.3% | +341.6% | +299.5% |
| 5Y | +230.2% | +43.3% | +186.9% | +166.8% |
| 10Y | +265.6% | +278.6% | -13.0% | +89.6% |
| All | +288.1% | +494.7% | -206.6% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling