+621.7%
HPE vs LDOS
+385.2%
+236.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -2.9% | +7.2% | -10.0% | -6.6% |
| 6M | +143.6% | -24.2% | +167.8% | +169.6% |
| YTD | +118.5% | -25.8% | +144.3% | +141.9% |
| 1Y | +129.2% | -24.7% | +153.9% | +151.4% |
| 3Y | +212.5% | +39.3% | +173.2% | +148.7% |
| 5Y | +286.9% | +43.3% | +243.6% | +196.1% |
| 10Y | +432.3% | +278.6% | +153.8% | +161.3% |
| All | +621.7% | +385.2% | +236.5% | +222.3% |
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