+132.4%
HOOD vs LDOS
+32.1%
+100.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.8% |
| 7D | -4.8% | -7.2% | +2.4% | -3.2% |
| 30D | -26.1% | +16.8% | -43.0% | -29.3% |
| 3M | -10.8% | -1.6% | -9.2% | -11.0% |
| 6M | +2.4% | -1.0% | +3.3% | +1.6% |
| YTD | -28.5% | -25.8% | -2.7% | -22.4% |
| 1Y | -36.3% | -31.1% | -5.2% | -29.5% |
| 3Y | +743.7% | +32.8% | +710.9% | +739.4% |
| 5Y | +118.6% | +49.4% | +69.2% | +104.6% |
| All | +132.4% | +32.1% | +100.3% | +75.5% |
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