+1,313.5%
HUBB vs LDOS
+494.7%
+818.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.5% | -5.4% | +6.0% | +2.6% |
| 30D | -10.0% | +4.9% | -14.9% | -11.9% |
| 3M | -4.8% | +7.2% | -11.9% | -8.2% |
| 6M | -5.6% | -24.2% | +18.7% | +3.7% |
| YTD | +4.7% | -25.8% | +30.5% | +14.7% |
| 1Y | +6.7% | -24.7% | +31.4% | +16.1% |
| 3Y | +45.8% | +39.3% | +6.5% | +19.8% |
| 5Y | +145.9% | +43.3% | +102.6% | +95.4% |
| 10Y | +418.6% | +278.6% | +140.0% | +173.1% |
| All | +1,313.5% | +494.7% | +818.7% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling