-31.0%
LDOS vs HBM
+25.3%
-56.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.5% |
| 7D | -1.6% | +2.2% | -3.9% | -1.6% |
| 30D | +8.2% | -11.8% | +20.0% | +8.0% |
| 3M | -8.2% | -19.2% | +11.0% | -8.6% |
| 6M | +5.8% | -22.9% | +28.7% | +5.4% |
| YTD | -27.0% | +7.8% | -34.8% | -31.2% |
| 1Y | -31.0% | +34.9% | -65.9% | -37.6% |
| All | -31.0% | +25.3% | -56.3% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling