+154.9%
HLT vs LDOS
+51.2%
+103.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | +0.4% |
| 7D | +2.3% | -5.8% | +8.2% | +3.3% |
| 30D | +14.3% | +11.6% | +2.7% | +12.2% |
| 3M | +17.6% | -1.0% | +18.6% | +17.5% |
| 6M | +17.9% | +5.1% | +12.9% | +16.5% |
| YTD | +30.1% | -24.0% | +54.2% | +35.5% |
| 1Y | +36.8% | -30.3% | +67.1% | +45.2% |
| 3Y | +137.6% | +37.0% | +100.6% | +111.6% |
| 5Y | +154.9% | +53.4% | +101.6% | +130.3% |
| All | +154.9% | +51.2% | +103.7% | +130.3% |
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