-31.2%
LDOS vs LH
+44.2%
-75.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.3% |
| 7D | -2.8% | +2.1% | -4.9% | -3.4% |
| 30D | +13.6% | +19.2% | -5.6% | +8.0% |
| 3M | +4.2% | +18.0% | -13.8% | -0.9% |
| 6M | -8.2% | +46.1% | -54.3% | -18.0% |
| YTD | -24.1% | +47.7% | -71.8% | -32.9% |
| 1Y | -31.2% | +47.2% | -78.5% | -39.3% |
| All | -31.2% | +44.2% | -75.4% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling