+804.7%
HLT vs LDOS
+482.7%
+322.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +15.1% | +10.1% | +5.0% | +11.7% |
| 3M | +19.8% | -4.7% | +24.5% | +21.1% |
| 6M | +19.6% | +5.6% | +14.0% | +16.3% |
| YTD | +31.4% | -25.1% | +56.5% | +40.7% |
| 1Y | +38.0% | -31.7% | +69.7% | +52.3% |
| 3Y | +134.7% | +33.7% | +101.0% | +100.3% |
| 5Y | +166.2% | +54.4% | +111.8% | +110.9% |
| 10Y | +705.6% | +236.4% | +469.2% | +395.8% |
| All | +804.7% | +482.7% | +322.0% | +370.2% |
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