+96.6%
HST vs LDOS
+278.0%
-181.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -1.0% | -5.4% | +4.4% | +1.0% |
| 30D | -12.3% | +4.9% | -17.1% | -14.3% |
| 3M | -6.4% | +7.2% | -13.5% | -9.8% |
| 6M | +15.0% | -24.2% | +39.3% | +26.5% |
| YTD | +30.5% | -25.8% | +56.3% | +43.3% |
| 1Y | +35.7% | -24.7% | +60.4% | +47.5% |
| 3Y | +68.4% | +39.3% | +29.1% | +33.9% |
| 5Y | +73.1% | +43.3% | +29.8% | +32.0% |
| All | +96.6% | +278.0% | -181.4% | +18.6% |
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