+796.5%
THC vs LDOS
+508.5%
+288.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.3% |
| 7D | +8.8% | -2.8% | +11.7% | +10.2% |
| 30D | +12.6% | +13.6% | -1.0% | +5.8% |
| 3M | +15.4% | +4.2% | +11.1% | +12.0% |
| 6M | +57.7% | -8.2% | +65.9% | +61.2% |
| YTD | +47.1% | -24.1% | +71.2% | +60.8% |
| 1Y | +40.7% | -31.2% | +71.9% | +61.5% |
| 3Y | +432.1% | +35.0% | +397.1% | +325.5% |
| 5Y | +301.9% | +52.6% | +249.3% | +195.7% |
| 10Y | +1,546.5% | +261.9% | +1,284.6% | +736.0% |
| All | +796.5% | +508.5% | +288.0% | +226.8% |
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