+151.5%
HLT vs LDOS
+41.1%
+110.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | -2.4% | -7.1% | +4.7% | -1.3% |
| 30D | -4.1% | -6.1% | +2.0% | -3.2% |
| 3M | -10.6% | +5.6% | -16.2% | -11.7% |
| 6M | +2.0% | -26.9% | +29.0% | +7.6% |
| YTD | +6.1% | -27.9% | +34.1% | +11.6% |
| 1Y | +9.8% | -26.8% | +36.6% | +14.8% |
| 3Y | +99.0% | +39.6% | +59.4% | +76.6% |
| 5Y | +151.5% | +39.4% | +112.1% | +120.5% |
| All | +151.5% | +41.1% | +110.4% | +120.5% |
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