+35.8%
LDOS vs PENG
+228.7%
-192.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +0.8% |
| 7D | -2.8% | -20.5% | +17.7% | -2.4% |
| 30D | +13.6% | -20.4% | +33.9% | +13.8% |
| 3M | +4.2% | -16.4% | +20.6% | +4.1% |
| 6M | -8.2% | +49.2% | -57.4% | -13.0% |
| YTD | -24.1% | +147.2% | -171.3% | -31.5% |
| 1Y | -31.2% | +124.7% | -155.9% | -37.5% |
| All | +35.8% | +228.7% | -192.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling