+11.7%
HSY vs LDOS
+51.2%
-39.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.9% |
| 7D | +1.3% | -5.8% | +7.1% | +2.2% |
| 30D | +6.6% | +11.6% | -5.0% | +4.9% |
| 3M | -4.1% | -1.0% | -3.1% | -4.1% |
| 6M | -5.2% | +5.1% | -10.3% | -6.4% |
| YTD | -2.5% | -24.0% | +21.5% | 0.0% |
| 1Y | +4.7% | -30.3% | +35.0% | +9.0% |
| 3Y | +0.6% | +37.0% | -36.4% | -10.4% |
| 5Y | +11.7% | +53.4% | -41.7% | -0.3% |
| All | +11.7% | +51.2% | -39.5% | -0.3% |
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