-23.8%
HDB vs LDOS
+39.7%
-63.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | +0.4% | -5.4% | +5.8% | +0.6% |
| 30D | -2.8% | +4.9% | -7.7% | -3.1% |
| 3M | -3.5% | +7.2% | -10.7% | -3.9% |
| 6M | -24.7% | -24.2% | -0.5% | -23.6% |
| YTD | -36.6% | -25.8% | -10.8% | -35.6% |
| 1Y | -34.4% | -24.7% | -9.7% | -33.5% |
| All | -23.8% | +39.7% | -63.5% | -28.1% |
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