-29.6%
LDOS vs PENG
+73.0%
-102.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.0% | +23.1% | -0.8% |
| 7D | -3.7% | -36.7% | +33.0% | -5.1% |
| 30D | +16.4% | -42.0% | +58.4% | +14.6% |
| 3M | +7.4% | -33.2% | +40.6% | +6.0% |
| 6M | -0.3% | +2.1% | -2.4% | -2.9% |
| YTD | -24.0% | +90.3% | -114.3% | -30.4% |
| 1Y | -29.6% | +67.7% | -97.2% | -34.8% |
| All | -29.6% | +73.0% | -102.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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