+103.4%
HLT vs LDOS
+43.9%
+59.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.3% | -5.4% | +2.1% | -2.7% |
| 30D | -4.1% | +4.9% | -9.0% | -4.7% |
| 3M | -7.9% | +7.2% | -15.1% | -8.9% |
| 6M | +2.2% | -24.2% | +26.4% | +6.2% |
| YTD | +8.5% | -25.8% | +34.3% | +12.6% |
| 1Y | +12.1% | -24.7% | +36.8% | +15.8% |
| All | +103.4% | +43.9% | +59.5% | +91.8% |
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