+328.3%
HUBS vs LDOS
+258.9%
+69.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -6.2% | -4.2% | -2.0% | -4.4% |
| 30D | +6.6% | -7.9% | +14.5% | +10.8% |
| 3M | +16.4% | +4.1% | +12.3% | +13.1% |
| 6M | -19.7% | -28.2% | +8.4% | -7.4% |
| YTD | -42.6% | -28.5% | -14.1% | -34.0% |
| 1Y | -54.2% | -27.7% | -26.5% | -47.7% |
| 3Y | -57.1% | +38.4% | -95.5% | -66.0% |
| 5Y | -66.2% | +38.0% | -104.2% | -74.0% |
| 10Y | +328.3% | +262.1% | +66.2% | +70.4% |
| All | +328.3% | +258.9% | +69.3% | +70.4% |
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