-6.1%
HUM vs LDOS
+30.5%
-36.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +3.7% | -1.6% | +5.4% | +4.0% |
| 30D | +5.5% | +8.2% | -2.7% | +3.6% |
| 3M | +17.1% | -8.2% | +25.3% | +18.5% |
| 6M | +48.3% | +5.8% | +42.4% | +45.7% |
| YTD | +77.4% | -27.0% | +104.3% | +92.4% |
| 1Y | +92.6% | -31.0% | +123.5% | +112.3% |
| 3Y | -6.1% | +29.3% | -35.4% | -7.5% |
| All | -6.1% | +30.5% | -36.6% | -7.5% |
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