+1,484.3%
HWM vs LDOS
+256.7%
+1,227.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | -2.4% | -3.7% | +1.2% | -1.0% |
| 30D | -13.3% | +16.4% | -29.6% | -20.1% |
| 3M | -31.0% | +7.4% | -38.4% | -34.2% |
| 6M | -17.1% | -0.3% | -16.8% | -18.8% |
| YTD | -1.9% | -24.0% | +22.2% | +8.8% |
| 1Y | -2.4% | -29.6% | +27.2% | +13.0% |
| 3Y | +322.2% | +35.1% | +287.1% | +213.4% |
| 5Y | +509.8% | +52.9% | +456.9% | +300.8% |
| All | +1,484.3% | +256.7% | +1,227.6% | +517.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling