+58.1%
HDB vs LDOS
+248.5%
-190.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +13.3% | -7.2% | +20.5% | +15.2% |
| 30D | +13.6% | +16.8% | -3.3% | +9.3% |
| 3M | +5.8% | -1.6% | +7.4% | +5.7% |
| 6M | -1.9% | -1.0% | -0.9% | -2.5% |
| YTD | -31.2% | -25.8% | -5.4% | -27.2% |
| 1Y | -29.6% | -31.1% | +1.5% | -23.9% |
| 3Y | -10.1% | +32.8% | -42.9% | -22.3% |
| 5Y | -24.3% | +49.4% | -73.7% | -38.5% |
| All | +58.1% | +248.5% | -190.3% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling