+76.9%
HUM vs LDOS
-1.7%
+78.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.1% |
| 7D | +4.6% | -7.2% | +11.8% | +4.0% |
| 30D | +9.6% | +16.8% | -7.2% | +10.8% |
| 3M | +18.4% | -1.6% | +19.9% | +17.3% |
| 6M | +76.9% | -1.0% | +77.8% | +89.8% |
| All | +76.9% | -1.7% | +78.6% | +89.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling