+1,523.0%
HWM vs LDOS
+248.5%
+1,274.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.6% |
| 7D | +3.3% | -7.2% | +10.5% | +6.8% |
| 30D | -7.6% | +16.8% | -24.5% | -15.1% |
| 3M | -28.9% | -1.6% | -27.3% | -29.1% |
| 6M | -19.7% | -1.0% | -18.7% | -21.1% |
| YTD | +0.5% | -25.8% | +26.3% | +12.7% |
| 1Y | +0.3% | -31.1% | +31.3% | +17.3% |
| 3Y | +325.8% | +32.8% | +293.0% | +218.4% |
| 5Y | +524.7% | +49.4% | +475.4% | +315.0% |
| All | +1,523.0% | +248.5% | +1,274.5% | +540.0% |
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