+45.2%
LDOS vs PENG
+115.2%
-70.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.2% |
| 7D | -5.4% | +4.5% | -10.0% | -5.6% |
| 30D | +4.9% | -7.1% | +12.0% | +5.1% |
| 3M | +7.2% | -27.3% | +34.4% | +7.9% |
| 6M | -24.2% | +169.6% | -193.8% | -30.1% |
| YTD | -25.8% | +164.6% | -190.4% | -31.6% |
| 1Y | -24.7% | +109.5% | -134.2% | -29.7% |
| 3Y | +39.3% | +98.9% | -59.6% | +26.5% |
| All | +45.2% | +115.2% | -70.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling