+398.9%
HUBB vs LDOS
+248.5%
+150.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +3.4% |
| 7D | +1.7% | -7.2% | +8.9% | +4.2% |
| 30D | -9.7% | +16.8% | -26.5% | -15.1% |
| 3M | -15.2% | -1.6% | -13.6% | -15.4% |
| 6M | -14.0% | -1.0% | -13.0% | -15.1% |
| YTD | -2.4% | -25.8% | +23.3% | +6.6% |
| 1Y | -5.8% | -31.1% | +25.3% | +6.2% |
| 3Y | +60.4% | +32.8% | +27.6% | +31.0% |
| 5Y | +125.4% | +49.4% | +76.0% | +69.0% |
| All | +398.9% | +248.5% | +150.5% | +158.6% |
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