-31.7%
LDOS vs LH
+43.1%
-74.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.6% |
| 30D | +10.1% | +18.0% | -7.9% | +5.0% |
| 3M | -4.7% | +15.7% | -20.4% | -8.6% |
| 6M | +5.6% | +46.6% | -41.1% | -5.8% |
| YTD | -25.1% | +49.5% | -74.6% | -34.4% |
| 1Y | -31.7% | +40.2% | -71.9% | -37.6% |
| All | -31.7% | +43.1% | -74.8% | -37.6% |
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