+250.5%
LDOS vs HRB
+249.6%
+0.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.3% |
| 7D | -7.2% | +2.7% | -9.9% | -7.8% |
| 30D | +16.8% | +22.1% | -5.2% | +11.5% |
| 3M | -1.6% | +15.7% | -17.3% | -5.5% |
| 6M | -1.0% | +83.3% | -84.3% | -15.6% |
| YTD | -25.8% | +25.0% | -50.8% | -30.8% |
| 1Y | -31.1% | +6.9% | -38.0% | -33.4% |
| 3Y | +32.8% | +39.0% | -6.2% | +18.1% |
| 5Y | +49.4% | +146.4% | -97.0% | +12.5% |
| All | +250.5% | +249.6% | +0.9% | +133.5% |
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