+124.4%
HSY vs LDOS
+226.9%
-102.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.1% | -1.6% | -0.5% | -1.8% |
| 30D | +6.1% | +8.2% | -2.1% | +4.0% |
| 3M | -5.6% | -8.2% | +2.5% | -4.0% |
| 6M | -9.5% | +5.8% | -15.4% | -11.3% |
| YTD | -2.1% | -27.0% | +24.9% | +3.9% |
| 1Y | +0.8% | -31.0% | +31.8% | +8.5% |
| 3Y | -2.1% | +29.3% | -31.4% | -14.0% |
| 5Y | +11.2% | +48.7% | -37.5% | -7.9% |
| All | +124.4% | +226.9% | -102.5% | +61.0% |
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 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