+275.4%
LDOS vs LH
+191.0%
+84.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -5.4% | -2.5% | -3.0% | -4.6% |
| 30D | +4.9% | +4.3% | +0.5% | +3.2% |
| 3M | +7.2% | +25.5% | -18.3% | -1.8% |
| 6M | -24.2% | +17.0% | -41.2% | -28.8% |
| YTD | -25.8% | +31.3% | -57.1% | -33.4% |
| 1Y | -24.7% | +20.0% | -44.7% | -30.3% |
| 3Y | +39.3% | +63.9% | -24.6% | +12.6% |
| 5Y | +43.3% | +30.9% | +12.5% | +24.3% |
| All | +275.4% | +191.0% | +84.4% | +127.4% |
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