+150.1%
HYG vs LDOS
+542.0%
-391.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.5% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +0.6% | +10.1% | -9.5% | -0.7% |
| 3M | -1.2% | -4.7% | +3.4% | -0.8% |
| 6M | -0.4% | +5.6% | -6.0% | -1.5% |
| YTD | +0.8% | -25.1% | +25.9% | +3.8% |
| 1Y | +1.7% | -31.7% | +33.4% | +6.0% |
| 3Y | +24.7% | +33.7% | -9.0% | +17.1% |
| 5Y | +18.4% | +54.4% | -36.0% | +8.0% |
| 10Y | +57.6% | +236.4% | -178.8% | +26.4% |
| All | +150.1% | +542.0% | -391.9% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling