+47.6%
LDOS vs HBM
+205.9%
-158.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -7.2% | -3.6% | -3.6% | -7.0% |
| 30D | +16.8% | -19.2% | +36.0% | +18.1% |
| 3M | -1.6% | -20.5% | +18.9% | -0.6% |
| 6M | -1.0% | -12.8% | +11.9% | -1.1% |
| YTD | -25.8% | +5.4% | -31.2% | -27.4% |
| 1Y | -31.1% | +33.0% | -64.0% | -33.9% |
| 3Y | +32.8% | +357.3% | -324.5% | +11.7% |
| All | +47.6% | +205.9% | -158.3% | +22.3% |
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