+58.5%
HUBB vs LDOS
+33.8%
+24.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | -6.4% | +10.1% | -16.6% | -8.1% |
| 3M | -14.4% | -4.7% | -9.7% | -13.9% |
| 6M | -9.0% | +5.6% | -14.5% | -10.1% |
| YTD | +0.7% | -25.1% | +25.8% | +6.6% |
| 1Y | -0.3% | -31.7% | +31.4% | +8.3% |
| All | +58.5% | +33.8% | +24.7% | +54.7% |
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