+512.4%
LDOS vs PTC
+903.1%
-390.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +16.4% | +0.8% | +15.6% | +16.1% |
| 3M | +7.4% | +39.6% | -32.2% | -2.7% |
| 6M | -0.3% | +41.5% | -41.8% | -10.8% |
| YTD | -24.0% | +11.7% | -35.7% | -27.7% |
| 1Y | -29.6% | +2.4% | -32.0% | -31.5% |
| 3Y | +35.1% | +31.9% | +3.2% | +21.0% |
| 5Y | +52.9% | +54.5% | -1.6% | +28.4% |
| 10Y | +262.2% | +342.1% | -79.8% | +113.1% |
| All | +512.4% | +903.1% | -390.6% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling