-31.2%
LDOS vs PTEN
+79.8%
-111.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.4% | +10.1% | +1.3% |
| 7D | -2.8% | -15.5% | +12.7% | -1.9% |
| 30D | +13.6% | -7.8% | +21.4% | +13.9% |
| 3M | +4.2% | +6.4% | -2.2% | +3.0% |
| 6M | -8.2% | -11.9% | +3.7% | -7.3% |
| YTD | -24.1% | +79.4% | -103.5% | -36.6% |
| 1Y | -31.2% | +84.9% | -116.1% | -43.1% |
| All | -31.2% | +79.8% | -111.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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