+438.4%
LDOS vs HBM
+613.3%
-174.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | -5.4% | -6.4% | +0.9% | -4.8% |
| 30D | +4.9% | +5.9% | -1.0% | +4.2% |
| 3M | +7.2% | -8.9% | +16.1% | +7.5% |
| 6M | -24.2% | +10.7% | -34.9% | -26.0% |
| YTD | -25.8% | +38.3% | -64.1% | -29.4% |
| 1Y | -24.7% | +121.3% | -146.1% | -32.1% |
| 3Y | +39.3% | +450.6% | -411.3% | +11.4% |
| 5Y | +43.3% | +338.0% | -294.7% | +13.6% |
| 10Y | +278.6% | +578.6% | -300.0% | +156.3% |
| All | +438.4% | +613.3% | -174.9% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling