-49.7%
HUBS vs LDOS
+30.5%
-80.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +8.3% | -1.6% | +9.9% | +8.7% |
| 30D | -4.0% | +8.2% | -12.2% | -6.6% |
| 3M | -9.7% | -8.2% | -1.5% | -7.6% |
| 6M | +21.4% | +5.8% | +15.5% | +18.0% |
| YTD | -45.9% | -27.0% | -18.9% | -40.9% |
| 1Y | -44.4% | -31.0% | -13.4% | -38.4% |
| 3Y | -49.7% | +29.3% | -79.0% | -48.3% |
| All | -49.7% | +30.5% | -80.1% | -48.3% |
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