+153.5%
HYG vs LDOS
+535.9%
-382.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.2% | -5.4% | +5.2% | +0.5% |
| 30D | +0.1% | +4.9% | -4.8% | -0.6% |
| 3M | +0.7% | +7.2% | -6.5% | -0.5% |
| 6M | +1.5% | -24.2% | +25.7% | +4.8% |
| YTD | +2.2% | -25.8% | +28.0% | +5.5% |
| 1Y | +3.9% | -24.7% | +28.6% | +6.9% |
| 3Y | +26.0% | +39.3% | -13.3% | +17.8% |
| 5Y | +19.2% | +43.3% | -24.2% | +9.9% |
| 10Y | +54.8% | +278.6% | -223.8% | +22.2% |
| All | +153.5% | +535.9% | -382.4% | +79.2% |
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