+45.2%
LDOS vs HRB
+126.2%
-81.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.3% |
| 7D | -5.4% | -5.7% | +0.3% | -4.4% |
| 30D | +4.9% | +7.9% | -3.0% | +3.0% |
| 3M | +7.2% | +32.1% | -24.9% | +1.0% |
| 6M | -24.2% | +62.2% | -86.5% | -31.7% |
| YTD | -25.8% | +16.4% | -42.2% | -28.9% |
| 1Y | -24.7% | -0.3% | -24.4% | -25.9% |
| 3Y | +39.3% | +36.0% | +3.2% | +26.7% |
| All | +45.2% | +126.2% | -81.0% | +21.7% |
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