-3.4%
HUBB vs LDOS
-27.6%
+24.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | +0.2% | -2.8% | +3.0% | +0.1% |
| 30D | -8.8% | +13.6% | -22.4% | -9.2% |
| 3M | -12.5% | +4.2% | -16.7% | -12.6% |
| 6M | -14.5% | -8.2% | -6.3% | -13.1% |
| YTD | -0.4% | -24.1% | +23.6% | +1.4% |
| 1Y | -3.4% | -31.2% | +27.8% | +2.0% |
| All | -3.4% | -27.6% | +24.2% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling