+32.6%
LDOS vs PTC
+29.2%
+3.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +10.1% | +0.9% | +9.2% | +9.9% |
| 3M | -4.7% | +30.4% | -35.0% | -10.2% |
| 6M | +5.6% | +34.4% | -28.8% | -1.6% |
| YTD | -25.1% | +12.6% | -37.7% | -27.1% |
| 1Y | -31.7% | +10.2% | -41.9% | -33.2% |
| All | +32.6% | +29.2% | +3.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling