-31.1%
LDOS vs PTC
+5.5%
-36.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | +16.8% | +0.8% | +16.1% | +16.7% |
| 3M | -1.6% | +32.1% | -33.7% | -7.3% |
| 6M | -1.0% | +42.6% | -43.6% | -9.4% |
| YTD | -25.8% | +12.0% | -37.7% | -21.1% |
| 1Y | -31.1% | +12.2% | -43.2% | -27.0% |
| All | -31.1% | +5.5% | -36.6% | -27.0% |
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