+4.4%
HWM vs LDOS
-27.6%
+32.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | +9.4% | -2.8% | +12.2% | +9.4% |
| 30D | -7.0% | +13.6% | -20.6% | -7.9% |
| 3M | -25.9% | +4.2% | -30.1% | -26.0% |
| 6M | -10.8% | -8.2% | -2.6% | -10.2% |
| YTD | +4.3% | -24.1% | +28.4% | +4.2% |
| 1Y | +4.4% | -31.2% | +35.6% | +11.3% |
| All | +4.4% | -27.6% | +32.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling