-31.2%
LDOS vs HRB
+16.9%
-48.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.2% |
| 7D | -2.8% | +16.0% | -18.9% | -5.8% |
| 30D | +13.6% | +32.1% | -18.5% | +7.2% |
| 3M | +4.2% | +21.5% | -17.3% | -0.5% |
| 6M | -8.2% | +82.1% | -90.3% | -18.8% |
| YTD | -24.1% | +31.6% | -55.7% | -27.8% |
| 1Y | -31.2% | +15.9% | -47.1% | -33.6% |
| All | -31.2% | +16.9% | -48.1% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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