+372.4%
HPE vs LDOS
+254.8%
+117.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -9.7% | +1.9% | -11.6% | -10.4% |
| 30D | -34.8% | +12.8% | -47.5% | -37.9% |
| 3M | -12.1% | -1.0% | -11.1% | -12.9% |
| 6M | +53.7% | +6.2% | +47.5% | +46.6% |
| YTD | +101.9% | -23.2% | +125.1% | +118.7% |
| 1Y | +104.3% | -29.5% | +133.8% | +129.9% |
| 3Y | +223.1% | +37.1% | +186.0% | +156.0% |
| 5Y | +249.2% | +55.6% | +193.6% | +152.3% |
| 10Y | +372.4% | +249.4% | +123.0% | +153.9% |
| All | +372.4% | +254.8% | +117.6% | +153.9% |
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