+137.6%
HST vs LDOS
+248.5%
-110.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.8% |
| 7D | -2.7% | -7.2% | +4.5% | -0.1% |
| 30D | +10.7% | +16.8% | -6.1% | +4.2% |
| 3M | +6.3% | -1.6% | +7.8% | +6.2% |
| 6M | +19.0% | -1.0% | +20.0% | +17.5% |
| YTD | +47.0% | -25.8% | +72.8% | +61.0% |
| 1Y | +53.4% | -31.1% | +84.5% | +73.3% |
| 3Y | +78.0% | +32.8% | +45.2% | +43.7% |
| 5Y | +71.7% | +49.4% | +22.3% | +27.1% |
| All | +137.6% | +248.5% | -110.9% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling