+14.3%
HPQ vs LDOS
-31.2%
+45.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | -1.1% | -7.2% | +6.1% | +0.5% |
| 30D | -11.7% | +16.8% | -28.6% | -14.9% |
| 3M | +2.0% | -1.6% | +3.6% | +2.3% |
| 6M | +35.9% | -1.0% | +36.8% | +34.9% |
| YTD | +32.7% | -25.8% | +58.4% | +37.3% |
| 1Y | +14.3% | -31.1% | +45.4% | +20.8% |
| All | +14.3% | -31.2% | +45.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling