+8.7%
HPQ vs LDOS
+49.1%
-40.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.7% |
| 7D | -1.1% | -7.2% | +6.1% | +0.8% |
| 30D | -11.7% | +16.8% | -28.6% | -15.5% |
| 3M | +2.0% | -1.6% | +3.6% | +2.1% |
| 6M | +35.9% | -1.0% | +36.8% | +35.3% |
| YTD | +32.7% | -25.8% | +58.4% | +41.8% |
| 1Y | +14.3% | -31.1% | +45.4% | +24.7% |
| 3Y | +17.8% | +32.8% | -15.0% | +2.2% |
| All | +8.7% | +49.1% | -40.4% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling