+270.0%
LDOS vs HRB
+240.7%
+29.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.4% |
| 7D | -5.4% | -5.7% | +0.3% | -4.2% |
| 30D | +4.9% | +7.9% | -3.0% | +2.6% |
| 3M | +7.2% | +32.1% | -24.9% | -0.2% |
| 6M | -24.2% | +62.2% | -86.5% | -33.4% |
| YTD | -25.8% | +16.4% | -42.2% | -29.5% |
| 1Y | -24.7% | -0.3% | -24.4% | -26.0% |
| 3Y | +39.3% | +36.0% | +3.2% | +24.5% |
| 5Y | +43.3% | +125.2% | -81.9% | +10.2% |
| All | +270.0% | +240.7% | +29.3% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling