+3.4%
HSY vs LDOS
+35.4%
-32.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +10.7% | -3.7% | +14.4% | +11.2% |
| 30D | +10.3% | +16.4% | -6.0% | +8.7% |
| 3M | -0.4% | +7.4% | -7.8% | -1.2% |
| 6M | -2.5% | -0.3% | -2.2% | -3.4% |
| YTD | -0.3% | -24.0% | +23.7% | +0.3% |
| 1Y | +7.6% | -29.6% | +37.2% | +9.1% |
| All | +3.4% | +35.4% | -32.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling