-93.1%
HTZ vs LDOS
+52.4%
-145.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.9% |
| 7D | +18.9% | -2.8% | +21.8% | +19.8% |
| 30D | +26.3% | +13.6% | +12.7% | +20.1% |
| 3M | +49.7% | +4.2% | +45.4% | +46.8% |
| 6M | -61.1% | -8.2% | -52.9% | -60.5% |
| YTD | -56.0% | -24.1% | -31.9% | -52.8% |
| 1Y | -66.4% | -31.2% | -35.2% | -62.6% |
| 3Y | -75.8% | +35.0% | -110.8% | -79.9% |
| 5Y | -93.1% | +52.6% | -145.7% | -94.7% |
| All | -93.1% | +52.4% | -145.5% | -94.7% |
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