+131.1%
HSY vs LDOS
+241.3%
-110.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +7.7% | +10.1% | -2.4% | +5.1% |
| 3M | -2.3% | -4.7% | +2.4% | -1.4% |
| 6M | -5.3% | +5.6% | -10.9% | -7.2% |
| YTD | -0.9% | -25.1% | +24.2% | +4.6% |
| 1Y | +5.2% | -31.7% | +36.9% | +13.7% |
| 3Y | +0.7% | +33.7% | -33.0% | -12.3% |
| 5Y | +12.2% | +54.4% | -42.2% | -8.0% |
| 10Y | +131.1% | +236.4% | -105.3% | +62.8% |
| All | +131.1% | +241.3% | -110.2% | +62.8% |
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 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