+37.0%
LDOS vs HBM
+424.7%
-387.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +2.1% |
| 7D | -5.8% | +5.0% | -10.8% | -6.0% |
| 30D | +11.6% | -12.7% | +24.3% | +11.9% |
| 3M | -1.0% | -17.4% | +16.4% | -0.6% |
| 6M | +5.1% | -8.9% | +13.9% | +4.7% |
| YTD | -24.0% | +14.9% | -39.0% | -25.6% |
| 1Y | -30.3% | +41.4% | -71.7% | -32.6% |
| 3Y | +37.0% | +462.1% | -425.2% | +23.5% |
| All | +37.0% | +424.7% | -387.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling