+224.7%
HPE vs LDOS
+30.5%
+194.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +7.9% | -1.6% | +9.5% | +8.0% |
| 30D | -23.5% | +8.2% | -31.7% | -24.3% |
| 3M | -19.1% | -8.2% | -10.9% | -18.2% |
| 6M | +51.4% | +5.8% | +45.6% | +49.2% |
| YTD | +103.4% | -27.0% | +130.4% | +119.1% |
| 1Y | +114.4% | -31.0% | +145.4% | +135.0% |
| 3Y | +224.7% | +29.3% | +195.4% | +214.5% |
| All | +224.7% | +30.5% | +194.2% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling