+148.3%
HYG vs LDOS
+558.1%
-409.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -0.1% | +12.8% | -12.9% | -1.6% |
| 3M | -1.9% | -1.0% | -0.9% | -2.0% |
| 6M | -1.3% | +6.2% | -7.5% | -2.5% |
| YTD | +0.1% | -23.2% | +23.3% | +2.7% |
| 1Y | +1.0% | -29.5% | +30.5% | +4.9% |
| 3Y | +23.8% | +37.1% | -13.3% | +15.9% |
| 5Y | +17.3% | +55.6% | -38.3% | +6.9% |
| 10Y | +55.0% | +249.4% | -194.5% | +23.7% |
| All | +148.3% | +558.1% | -409.8% | +74.5% |
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