+204.1%
HPQ vs LDOS
+494.7%
-290.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +6.9% | -5.4% | +12.4% | +9.4% |
| 30D | +14.4% | +4.9% | +9.6% | +11.9% |
| 3M | +25.6% | +7.2% | +18.4% | +21.2% |
| 6M | +75.0% | -24.2% | +99.3% | +94.6% |
| YTD | +50.7% | -25.8% | +76.5% | +67.4% |
| 1Y | +18.7% | -24.7% | +43.4% | +30.5% |
| 3Y | +21.5% | +39.3% | -17.8% | -1.1% |
| 5Y | +31.6% | +43.3% | -11.7% | +3.4% |
| 10Y | +216.1% | +278.6% | -62.5% | +57.5% |
| All | +204.1% | +494.7% | -290.7% | +14.0% |
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