+127.8%
HSY vs LDOS
+254.8%
-127.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +3.8% | +1.9% | +2.0% | +3.3% |
| 30D | +6.9% | +12.8% | -5.9% | +3.8% |
| 3M | -4.1% | -1.0% | -3.1% | -4.1% |
| 6M | -5.0% | +6.2% | -11.2% | -7.0% |
| YTD | -2.3% | -23.2% | +20.9% | +2.5% |
| 1Y | +6.1% | -29.5% | +35.6% | +13.8% |
| 3Y | -0.7% | +37.1% | -37.7% | -14.0% |
| 5Y | +9.9% | +55.6% | -45.7% | -10.0% |
| 10Y | +127.8% | +249.4% | -121.6% | +56.5% |
| All | +127.8% | +254.8% | -127.0% | +56.5% |
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