-31.2%
LDOS vs USHY
+1.9%
-33.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | +13.6% | +0.7% | +12.9% | +12.6% |
| 3M | +4.2% | -2.2% | +6.4% | +7.4% |
| 6M | -8.2% | -0.9% | -7.4% | -7.1% |
| YTD | -24.1% | +0.2% | -24.2% | -23.7% |
| 1Y | -31.2% | +1.7% | -33.0% | -34.7% |
| All | -31.2% | +1.9% | -33.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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