+512.4%
LDOS vs LH
+568.5%
-56.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +16.4% | +16.6% | -0.2% | +9.4% |
| 3M | +7.4% | +16.0% | -8.6% | +0.9% |
| 6M | -0.3% | +42.0% | -42.3% | -13.6% |
| YTD | -24.0% | +45.9% | -69.9% | -35.2% |
| 1Y | -29.6% | +46.4% | -76.0% | -40.0% |
| 3Y | +35.1% | +79.0% | -43.8% | +4.3% |
| 5Y | +52.9% | +62.3% | -9.4% | +20.3% |
| 10Y | +262.2% | +265.9% | -3.6% | +89.8% |
| All | +512.4% | +568.5% | -56.1% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling