+41.3%
LDOS vs PTEN
-8.3%
+49.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -5.4% | +0.7% | -6.1% | -5.5% |
| 30D | +4.9% | +31.2% | -26.3% | +2.0% |
| 3M | +7.2% | +2.0% | +5.2% | +6.7% |
| 6M | -24.2% | +42.4% | -66.7% | -27.9% |
| YTD | -25.8% | +109.2% | -135.0% | -32.7% |
| 1Y | -24.7% | +122.3% | -147.0% | -32.4% |
| All | +41.3% | -8.3% | +49.6% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling