+722.6%
HUBS vs LDOS
+527.2%
+195.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.2% |
| 7D | -5.0% | -5.4% | +0.4% | -2.6% |
| 30D | -1.0% | +4.9% | -5.9% | -3.9% |
| 3M | +12.4% | +7.2% | +5.2% | +7.6% |
| 6M | -11.1% | -24.2% | +13.1% | +0.1% |
| YTD | -38.3% | -25.8% | -12.5% | -30.2% |
| 1Y | -46.7% | -24.7% | -22.0% | -40.2% |
| 3Y | -55.1% | +39.3% | -94.4% | -64.3% |
| 5Y | -64.8% | +43.3% | -108.1% | -73.3% |
| 10Y | +334.3% | +278.6% | +55.7% | +85.0% |
| All | +722.6% | +527.2% | +195.4% | +119.0% |
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