+54.4%
LDOS vs HRB
+141.1%
-86.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | -8.1% | +6.8% | +0.3% |
| 30D | +10.1% | +15.0% | -4.9% | +7.0% |
| 3M | -4.7% | +10.2% | -14.9% | -7.0% |
| 6M | +5.6% | +44.2% | -38.7% | -2.6% |
| YTD | -25.1% | +21.0% | -46.1% | -28.9% |
| 1Y | -31.7% | +12.0% | -43.7% | -34.3% |
| 3Y | +33.7% | +24.9% | +8.8% | +23.5% |
| 5Y | +54.4% | +144.6% | -90.2% | +22.4% |
| All | +54.4% | +141.1% | -86.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling