+441.1%
HWM vs LDOS
+39.7%
+401.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.1% | -5.4% | +3.3% | -1.0% |
| 30D | -11.0% | +4.9% | -15.9% | -11.9% |
| 3M | +4.0% | +7.2% | -3.1% | +2.4% |
| 6M | -0.2% | -24.2% | +24.0% | +6.5% |
| YTD | +26.7% | -25.8% | +52.5% | +34.9% |
| 1Y | +44.7% | -24.7% | +69.4% | +53.6% |
| All | +441.1% | +39.7% | +401.4% | +324.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling