+514.5%
HPE vs LDOS
+396.9%
+117.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | -25.0% | -3.7% | -21.3% | -24.2% |
| 30D | -37.3% | +16.4% | -53.7% | -41.2% |
| 3M | -16.8% | +7.4% | -24.2% | -20.4% |
| 6M | +47.8% | -0.3% | +48.1% | +44.6% |
| YTD | +86.0% | -24.0% | +110.1% | +101.8% |
| 1Y | +89.6% | -29.6% | +119.2% | +112.7% |
| 3Y | +198.2% | +35.1% | +163.1% | +139.2% |
| 5Y | +227.1% | +52.9% | +174.2% | +140.6% |
| 10Y | +355.6% | +262.2% | +93.4% | +125.8% |
| All | +514.5% | +396.9% | +117.5% | +168.9% |
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 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