+55.6%
LDOS vs HBM
+215.2%
-159.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.3% |
| 7D | +1.9% | +2.4% | -0.5% | +1.7% |
| 30D | +12.8% | -16.0% | +28.8% | +13.7% |
| 3M | -1.0% | -21.3% | +20.3% | 0.0% |
| 6M | +6.2% | -12.2% | +18.4% | +6.1% |
| YTD | -23.2% | +10.7% | -33.9% | -25.2% |
| 1Y | -29.5% | +30.3% | -59.8% | -32.2% |
| 3Y | +37.1% | +432.2% | -395.2% | +13.9% |
| 5Y | +55.6% | +218.8% | -163.2% | +27.4% |
| All | +55.6% | +215.2% | -159.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling