+64.0%
HST vs LDOS
-31.3%
+95.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -4.2% | -3.7% | -0.5% | -4.1% |
| 30D | +9.6% | +16.4% | -6.8% | +9.3% |
| 3M | -1.1% | +7.4% | -8.5% | -1.4% |
| 6M | +21.1% | -0.3% | +21.4% | +21.9% |
| YTD | +47.1% | -24.0% | +71.1% | +50.6% |
| 1Y | +64.0% | -29.6% | +93.6% | +71.8% |
| All | +64.0% | -31.3% | +95.3% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling