+242.5%
PAAS vs LDOS
+494.7%
-252.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -2.9% | -5.4% | +2.5% | -1.6% |
| 30D | +6.8% | +4.9% | +1.9% | +5.3% |
| 3M | -2.9% | +7.2% | -10.1% | -5.2% |
| 6M | -16.4% | -24.2% | +7.8% | -11.1% |
| YTD | 0.0% | -25.8% | +25.8% | +6.6% |
| 1Y | +54.3% | -24.7% | +79.0% | +63.4% |
| 3Y | +230.7% | +39.3% | +191.4% | +191.0% |
| 5Y | +111.6% | +43.3% | +68.3% | +82.3% |
| 10Y | +211.7% | +278.6% | -66.9% | +93.6% |
| All | +242.5% | +494.7% | -252.3% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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