+135.0%
LDOS vs USHY
+50.7%
+84.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -7.1% | 0.0% | -7.2% | -7.2% |
| 30D | -6.1% | 0.0% | -6.0% | -6.0% |
| 3M | +5.6% | +1.2% | +4.5% | +4.0% |
| 6M | -26.9% | +2.6% | -29.5% | -29.4% |
| YTD | -27.9% | +2.4% | -30.4% | -30.2% |
| 1Y | -26.8% | +4.2% | -31.0% | -30.7% |
| 3Y | +39.6% | +28.0% | +11.6% | +0.3% |
| 5Y | +39.4% | +21.8% | +17.6% | +9.3% |
| All | +135.0% | +50.7% | +84.3% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling