+147.8%
HUM vs LDOS
+262.7%
-114.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.2% |
| 7D | +3.1% | -5.8% | +8.9% | +5.0% |
| 30D | -1.8% | +11.6% | -13.4% | -5.8% |
| 3M | +10.2% | -1.0% | +11.2% | +9.7% |
| 6M | +54.6% | +5.1% | +49.6% | +49.6% |
| YTD | +66.8% | -24.0% | +90.9% | +81.1% |
| 1Y | +70.1% | -30.3% | +100.4% | +90.9% |
| 3Y | -11.3% | +37.0% | -48.3% | -26.0% |
| 5Y | -1.2% | +53.4% | -54.5% | -23.5% |
| 10Y | +147.8% | +252.0% | -104.2% | +53.3% |
| All | +147.8% | +262.7% | -114.9% | +53.3% |
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 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