-91.5%
HTZ vs LDOS
+39.9%
-131.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +7.5% | -5.4% | +12.9% | +9.7% |
| 30D | +47.4% | +4.9% | +42.5% | +45.1% |
| 3M | -54.9% | +7.2% | -62.1% | -56.1% |
| 6M | -47.0% | -24.2% | -22.8% | -42.1% |
| YTD | -55.3% | -25.8% | -29.4% | -51.1% |
| 1Y | -57.6% | -24.7% | -32.9% | -53.7% |
| 3Y | -86.6% | +39.3% | -125.9% | -89.0% |
| 5Y | -86.1% | +43.3% | -129.4% | -89.2% |
| All | -91.5% | +39.9% | -131.4% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling