-31.0%
LDOS vs HRB
+13.5%
-44.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.6% | -5.1% | +3.5% | -0.6% |
| 30D | +8.2% | +8.7% | -0.4% | +6.2% |
| 3M | -8.2% | -5.4% | -2.8% | -7.7% |
| 6M | +5.8% | +41.6% | -35.7% | -2.6% |
| YTD | -27.0% | +18.7% | -45.6% | -28.3% |
| 1Y | -31.0% | +16.4% | -47.4% | -32.0% |
| All | -31.0% | +13.5% | -44.5% | -32.0% |
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