+139.3%
HOOD vs LDOS
+35.1%
+104.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.4% |
| 7D | -0.6% | -5.8% | +5.2% | +0.7% |
| 30D | -23.6% | +11.6% | -35.1% | -25.9% |
| 3M | -10.7% | -1.0% | -9.7% | -11.0% |
| 6M | +8.2% | +5.1% | +3.1% | +5.5% |
| YTD | -26.3% | -24.0% | -2.3% | -20.5% |
| 1Y | -36.1% | -30.3% | -5.8% | -29.5% |
| 3Y | +950.7% | +37.0% | +913.7% | +939.1% |
| 5Y | +127.0% | +53.4% | +73.7% | +112.6% |
| All | +139.3% | +35.1% | +104.2% | +79.8% |
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 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