+575.3%
HLT vs LDOS
+267.6%
+307.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -2.6% | -2.1% | -0.5% | -1.9% |
| 30D | -2.6% | -8.0% | +5.4% | -0.2% |
| 3M | -9.4% | +6.8% | -16.2% | -12.0% |
| 6M | +2.7% | -24.5% | +27.2% | +11.4% |
| YTD | +6.8% | -27.8% | +34.5% | +16.4% |
| 1Y | +12.4% | -27.4% | +39.8% | +21.9% |
| 3Y | +100.2% | +39.9% | +60.3% | +64.3% |
| 5Y | +143.7% | +42.1% | +101.6% | +93.7% |
| All | +575.3% | +267.6% | +307.7% | +301.7% |
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