-25.7%
HDB vs LDOS
+52.0%
-77.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +13.3% | -3.7% | +17.0% | +13.6% |
| 30D | +10.2% | +16.4% | -6.2% | +8.7% |
| 3M | +3.6% | +7.4% | -3.8% | +2.7% |
| 6M | -0.5% | -0.3% | -0.2% | -0.6% |
| YTD | -32.4% | -24.0% | -8.4% | -30.8% |
| 1Y | -31.1% | -29.6% | -1.5% | -28.8% |
| 3Y | -12.6% | +35.1% | -47.7% | -19.4% |
| 5Y | -25.7% | +52.9% | -78.6% | -33.8% |
| All | -25.7% | +52.0% | -77.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling