-11.7%
HDB vs LDOS
+35.4%
-47.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +13.3% | -3.7% | +17.0% | +13.4% |
| 30D | +10.2% | +16.4% | -6.2% | +9.4% |
| 3M | +3.6% | +7.4% | -3.8% | +3.1% |
| 6M | -0.5% | -0.3% | -0.2% | -0.5% |
| YTD | -32.4% | -24.0% | -8.4% | -31.4% |
| 1Y | -31.1% | -29.6% | -1.5% | -29.6% |
| All | -11.7% | +35.4% | -47.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling