-55.2%
HUBS vs LDOS
+39.7%
-95.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.0% |
| 7D | -4.3% | -7.1% | +2.9% | -2.1% |
| 30D | +14.2% | -6.1% | +20.3% | +16.6% |
| 3M | +15.5% | +5.6% | +9.9% | +12.8% |
| 6M | -18.9% | -26.9% | +8.0% | -11.3% |
| YTD | -40.1% | -27.9% | -12.2% | -34.0% |
| 1Y | -51.8% | -26.8% | -25.0% | -47.1% |
| 3Y | -55.2% | +39.6% | -94.8% | -57.5% |
| All | -55.2% | +39.7% | -95.0% | -57.5% |
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