+178.4%
LDOS vs PENG
+762.7%
-584.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | 0.0% |
| 7D | -5.4% | +4.5% | -10.0% | -5.8% |
| 30D | +4.9% | -7.1% | +12.0% | +5.3% |
| 3M | +7.2% | -27.3% | +34.4% | +8.3% |
| 6M | -24.2% | +169.6% | -193.8% | -32.5% |
| YTD | -25.8% | +164.6% | -190.4% | -34.0% |
| 1Y | -24.7% | +109.5% | -134.2% | -31.8% |
| 3Y | +39.3% | +98.9% | -59.6% | +21.6% |
| 5Y | +43.3% | +116.3% | -72.9% | +20.7% |
| All | +178.4% | +762.7% | -584.2% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling