+221.4%
LDOS vs HBM
+281.1%
-59.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -1.6% | +2.2% | -3.9% | -1.8% |
| 30D | +8.2% | -11.8% | +20.0% | +9.3% |
| 3M | -8.2% | -19.2% | +11.0% | -6.8% |
| 6M | +5.8% | -22.9% | +28.7% | +7.1% |
| YTD | -27.0% | +7.8% | -34.8% | -29.2% |
| 1Y | -31.0% | +34.9% | -65.9% | -34.7% |
| 3Y | +29.3% | +422.2% | -392.9% | +2.8% |
| 5Y | +48.7% | +192.8% | -144.1% | +22.0% |
| All | +221.4% | +281.1% | -59.7% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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