+221.4%
LDOS vs LH
+261.9%
-40.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +8.2% | +16.7% | -8.5% | +1.8% |
| 3M | -8.2% | +15.1% | -23.3% | -13.3% |
| 6M | +5.8% | +46.3% | -40.5% | -9.0% |
| YTD | -27.0% | +48.8% | -75.7% | -37.9% |
| 1Y | -31.0% | +39.7% | -70.7% | -39.8% |
| 3Y | +29.3% | +87.0% | -57.8% | -1.4% |
| 5Y | +48.7% | +53.0% | -4.3% | +20.8% |
| All | +221.4% | +261.9% | -40.5% | +78.1% |
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