+433.0%
HUBB vs LDOS
+260.1%
+172.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.9% |
| 7D | +4.8% | -7.1% | +12.0% | +7.7% |
| 30D | -9.3% | -6.1% | -3.2% | -7.3% |
| 3M | -3.9% | +5.6% | -9.5% | -6.8% |
| 6M | -0.8% | -26.9% | +26.1% | +10.8% |
| YTD | +5.6% | -27.9% | +33.5% | +17.4% |
| 1Y | +7.7% | -26.8% | +34.5% | +18.8% |
| 3Y | +47.5% | +39.6% | +7.9% | +17.9% |
| 5Y | +153.7% | +39.4% | +114.3% | +97.5% |
| 10Y | +433.0% | +260.0% | +173.1% | +174.0% |
| All | +433.0% | +260.1% | +172.9% | +174.0% |
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 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