+795.8%
HLT vs LDOS
+490.8%
+305.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | +0.1% |
| 7D | +2.3% | -5.8% | +8.2% | +4.1% |
| 30D | +14.3% | +11.6% | +2.7% | +10.5% |
| 3M | +17.6% | -1.0% | +18.6% | +17.4% |
| 6M | +17.9% | +5.1% | +12.9% | +14.9% |
| YTD | +30.1% | -24.0% | +54.2% | +38.7% |
| 1Y | +36.8% | -30.3% | +67.1% | +50.0% |
| 3Y | +137.6% | +37.0% | +100.6% | +101.2% |
| 5Y | +154.9% | +53.4% | +101.6% | +102.7% |
| 10Y | +701.1% | +252.0% | +449.1% | +387.0% |
| All | +795.8% | +490.8% | +305.0% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling