+509.8%
HWM vs LDOS
+52.0%
+457.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | -2.4% | -3.7% | +1.2% | -1.7% |
| 30D | -13.3% | +16.4% | -29.6% | -16.9% |
| 3M | -31.0% | +7.4% | -38.4% | -32.6% |
| 6M | -17.1% | -0.3% | -16.8% | -17.6% |
| YTD | -1.9% | -24.0% | +22.2% | +4.8% |
| 1Y | -2.4% | -29.6% | +27.2% | +7.0% |
| 3Y | +322.2% | +35.1% | +287.1% | +251.0% |
| 5Y | +509.8% | +52.9% | +456.9% | +383.1% |
| All | +509.8% | +52.0% | +457.9% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling