+1,524.1%
HWM vs LDOS
+248.5%
+1,275.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.6% |
| 7D | +3.4% | -7.2% | +10.6% | +6.8% |
| 30D | -7.5% | +16.8% | -24.4% | -15.1% |
| 3M | -28.9% | -1.6% | -27.3% | -29.0% |
| 6M | -19.6% | -1.0% | -18.6% | -21.0% |
| YTD | +0.6% | -25.8% | +26.4% | +12.8% |
| 1Y | +0.3% | -31.1% | +31.4% | +17.4% |
| 3Y | +326.1% | +32.8% | +293.3% | +218.6% |
| 5Y | +525.2% | +49.4% | +475.8% | +315.3% |
| All | +1,524.1% | +248.5% | +1,275.6% | +540.4% |
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