+713.0%
THC vs LDOS
+494.7%
+218.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -0.7% | -5.4% | +4.8% | +2.0% |
| 30D | +1.3% | +4.9% | -3.6% | -1.4% |
| 3M | +64.2% | +7.2% | +57.1% | +57.5% |
| 6M | +8.3% | -24.2% | +32.5% | +21.7% |
| YTD | +33.4% | -25.8% | +59.2% | +48.2% |
| 1Y | +37.7% | -24.7% | +62.4% | +51.4% |
| 3Y | +236.8% | +39.3% | +197.5% | +165.7% |
| 5Y | +249.3% | +43.3% | +205.9% | +165.9% |
| 10Y | +995.2% | +278.6% | +716.7% | +446.4% |
| All | +713.0% | +494.7% | +218.3% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling