+250.5%
LDOS vs LH
+263.9%
-13.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -7.2% | +1.4% | -8.6% | -7.7% |
| 30D | +16.8% | +17.5% | -0.7% | +9.7% |
| 3M | -1.6% | +16.1% | -17.6% | -7.4% |
| 6M | -1.0% | +43.4% | -44.3% | -14.1% |
| YTD | -25.8% | +47.2% | -73.0% | -36.5% |
| 1Y | -31.1% | +50.1% | -81.2% | -41.6% |
| 3Y | +32.8% | +81.2% | -48.4% | +2.8% |
| 5Y | +49.4% | +63.7% | -14.3% | +17.9% |
| All | +250.5% | +263.9% | -13.4% | +99.4% |
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