+37.3%
HDB vs LDOS
+278.0%
-240.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | +0.4% | -5.4% | +5.8% | +1.7% |
| 30D | -2.8% | +4.9% | -7.7% | -4.1% |
| 3M | -3.5% | +7.2% | -10.7% | -5.7% |
| 6M | -24.7% | -24.2% | -0.5% | -19.9% |
| YTD | -36.6% | -25.8% | -10.8% | -32.7% |
| 1Y | -34.4% | -24.7% | -9.7% | -30.8% |
| 3Y | -24.4% | +39.3% | -63.7% | -35.4% |
| 5Y | -35.4% | +43.3% | -78.7% | -46.4% |
| All | +37.3% | +278.0% | -240.7% | -6.9% |
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