+222.8%
LDOS vs HBM
+285.4%
-62.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.5% | +5.1% | -8.5% | -3.9% |
| 30D | +9.5% | -15.8% | +25.3% | +11.0% |
| 3M | -6.3% | -22.4% | +16.1% | -4.6% |
| 6M | +2.8% | -20.2% | +23.1% | +3.7% |
| YTD | -26.6% | +9.0% | -35.7% | -28.9% |
| 1Y | -31.3% | +27.4% | -58.6% | -34.6% |
| 3Y | +30.9% | +424.2% | -393.3% | +4.1% |
| 5Y | +49.4% | +196.1% | -146.7% | +22.4% |
| All | +222.8% | +285.4% | -62.6% | +121.7% |
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