+390.2%
HPE vs LDOS
+241.3%
+148.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.3% | +5.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -28.6% | +10.1% | -38.7% | -31.5% |
| 3M | -7.4% | -4.7% | -2.7% | -6.9% |
| 6M | +63.7% | +5.6% | +58.1% | +56.1% |
| YTD | +111.7% | -25.1% | +136.8% | +131.2% |
| 1Y | +123.5% | -31.7% | +155.2% | +154.4% |
| 3Y | +238.7% | +33.7% | +205.0% | +170.7% |
| 5Y | +261.0% | +54.4% | +206.7% | +160.7% |
| 10Y | +390.2% | +236.4% | +153.8% | +153.0% |
| All | +390.2% | +241.3% | +148.9% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling