+888.2%
HOOD vs LDOS
+37.8%
+850.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -5.1% | +1.9% | -6.9% | -5.7% |
| 30D | -25.4% | +12.8% | -38.2% | -28.9% |
| 3M | -14.0% | -1.0% | -12.9% | -14.2% |
| 6M | +5.6% | +6.2% | -0.6% | +1.7% |
| YTD | -28.1% | -23.2% | -4.9% | -18.6% |
| 1Y | -40.1% | -29.5% | -10.7% | -29.6% |
| 3Y | +888.2% | +37.1% | +851.2% | +854.3% |
| All | +888.2% | +37.8% | +850.4% | +854.3% |
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