+711.7%
HLT vs LDOS
+249.8%
+461.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | +4.4% | +1.9% | +2.5% | +3.8% |
| 30D | +16.3% | +12.8% | +3.5% | +11.9% |
| 3M | +22.2% | -1.0% | +23.2% | +22.1% |
| 6M | +20.0% | +6.2% | +13.8% | +16.4% |
| YTD | +32.4% | -23.2% | +55.6% | +41.3% |
| 1Y | +38.6% | -29.5% | +68.1% | +52.5% |
| 3Y | +136.4% | +37.1% | +99.4% | +95.8% |
| 5Y | +162.8% | +55.6% | +107.2% | +100.9% |
| All | +711.7% | +249.8% | +461.9% | +343.9% |
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