+71.7%
HST vs LDOS
+43.9%
+27.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.0% | -5.4% | +4.4% | +0.1% |
| 30D | -12.3% | +4.9% | -17.1% | -13.4% |
| 3M | -6.4% | +7.2% | -13.5% | -8.3% |
| 6M | +15.0% | -24.2% | +39.3% | +22.8% |
| YTD | +30.5% | -25.8% | +56.3% | +39.3% |
| 1Y | +35.7% | -24.7% | +60.4% | +43.8% |
| 3Y | +68.4% | +39.3% | +29.1% | +43.0% |
| All | +71.7% | +43.9% | +27.9% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling