+276.8%
THC vs LDOS
+49.1%
+227.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | +3.7% | -7.2% | +10.9% | +6.2% |
| 30D | +9.0% | +16.8% | -7.8% | +3.2% |
| 3M | +10.4% | -1.6% | +12.0% | +10.5% |
| 6M | +45.7% | -1.0% | +46.6% | +44.4% |
| YTD | +42.6% | -25.8% | +68.3% | +53.3% |
| 1Y | +38.8% | -31.1% | +69.8% | +54.6% |
| 3Y | +418.8% | +32.8% | +386.0% | +304.0% |
| All | +276.8% | +49.1% | +227.6% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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