-10.6%
HUM vs LDOS
+39.7%
-50.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.9% |
| 7D | +2.1% | -7.1% | +9.2% | +3.4% |
| 30D | +4.7% | -6.1% | +10.8% | +5.7% |
| 3M | +13.5% | +5.6% | +7.9% | +12.1% |
| 6M | +126.7% | -26.9% | +153.6% | +145.6% |
| YTD | +58.5% | -27.9% | +86.5% | +72.0% |
| 1Y | +31.7% | -26.8% | +58.5% | +43.1% |
| 3Y | -10.6% | +39.6% | -50.2% | -6.6% |
| All | -10.6% | +39.7% | -50.4% | -6.6% |
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