-31.2%
LDOS vs PTC
+0.1%
-31.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +13.6% | +1.5% | +12.1% | +13.3% |
| 3M | +4.2% | +37.8% | -33.5% | -2.8% |
| 6M | -8.2% | +41.2% | -49.4% | -15.3% |
| YTD | -24.1% | +12.0% | -36.1% | -22.4% |
| 1Y | -31.2% | +1.6% | -32.9% | -28.5% |
| All | -31.2% | +0.1% | -31.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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