-36.7%
HUT vs LDOS
+52.0%
-88.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -30.8% | -3.7% | -27.1% | -30.4% |
| 30D | -50.2% | +16.4% | -66.6% | -53.3% |
| 3M | -50.5% | +7.4% | -57.9% | -52.9% |
| 6M | -42.9% | -0.3% | -42.6% | -44.1% |
| YTD | 0.0% | -24.0% | +24.0% | +12.6% |
| 1Y | -2.2% | -29.6% | +27.3% | +15.1% |
| 3Y | +289.4% | +35.1% | +254.3% | +234.1% |
| 5Y | -36.7% | +52.9% | -89.6% | -48.2% |
| All | -36.7% | +52.0% | -88.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling