+435.2%
HPE vs LDOS
+274.0%
+161.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -0.6% | -5.4% | +4.8% | +1.5% |
| 30D | -2.3% | +4.9% | -7.2% | -4.5% |
| 3M | -2.9% | +7.2% | -10.0% | -6.6% |
| 6M | +143.6% | -24.2% | +167.8% | +169.7% |
| YTD | +118.5% | -25.8% | +144.3% | +142.0% |
| 1Y | +129.2% | -24.7% | +153.9% | +151.5% |
| 3Y | +212.5% | +39.3% | +173.2% | +147.6% |
| 5Y | +286.9% | +43.3% | +243.6% | +194.6% |
| All | +435.2% | +274.0% | +161.2% | +187.4% |
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