+45.2%
LDOS vs USHY
+21.7%
+23.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -0.1% | -5.3% | -5.3% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +7.2% | +0.8% | +6.4% | +6.5% |
| 6M | -24.2% | +1.7% | -26.0% | -25.3% |
| YTD | -25.8% | +2.5% | -28.3% | -27.2% |
| 1Y | -24.7% | +4.4% | -29.1% | -27.2% |
| 3Y | +39.3% | +27.4% | +11.9% | +16.8% |
| All | +45.2% | +21.7% | +23.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling