+252.0%
LDOS vs LH
+259.5%
-7.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | -5.8% | +4.6% | -10.4% | -7.4% |
| 30D | +11.6% | +19.1% | -7.5% | +4.2% |
| 3M | -1.0% | +16.7% | -17.7% | -7.1% |
| 6M | +5.1% | +47.0% | -42.0% | -9.8% |
| YTD | -24.0% | +49.3% | -73.4% | -35.5% |
| 1Y | -30.3% | +48.6% | -78.9% | -40.7% |
| 3Y | +37.0% | +87.8% | -50.9% | +4.3% |
| 5Y | +53.4% | +65.0% | -11.7% | +20.5% |
| 10Y | +252.0% | +275.0% | -23.0% | +89.0% |
| All | +252.0% | +259.5% | -7.5% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling