+35.9%
HPQ vs LDOS
-1.7%
+37.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -15.6% |
| 3M | +2.0% | -1.6% | +3.6% | +2.8% |
| 6M | +35.9% | -1.0% | +36.8% | +47.8% |
| All | +35.9% | -1.7% | +37.6% | +47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling