+222.8%
LDOS vs PTC
+313.0%
-90.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | +9.5% | +1.2% | +8.4% | +9.2% |
| 3M | -6.3% | +32.6% | -38.9% | -13.7% |
| 6M | +2.8% | +36.1% | -33.3% | -6.4% |
| YTD | -26.6% | +12.7% | -39.3% | -30.0% |
| 1Y | -31.3% | +10.2% | -41.4% | -34.1% |
| 3Y | +30.9% | +29.4% | +1.5% | +18.2% |
| 5Y | +49.4% | +61.1% | -11.7% | +24.6% |
| All | +222.8% | +313.0% | -90.1% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling