+45.2%
LDOS vs PTC
+6.0%
+39.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.6% | +1.8% |
| 7D | -5.4% | -10.3% | +4.9% | -3.2% |
| 30D | +4.9% | +1.1% | +3.7% | +4.6% |
| 3M | +7.2% | +1.6% | +5.6% | +6.4% |
| 6M | -24.2% | -13.5% | -10.8% | -22.3% |
| YTD | -25.8% | -19.1% | -6.8% | -22.9% |
| 1Y | -24.7% | -33.9% | +9.2% | -18.9% |
| 3Y | +39.3% | -3.9% | +43.2% | +38.0% |
| All | +45.2% | +6.0% | +39.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling