+176.8%
PAAS vs LDOS
+508.5%
-331.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.6% | +8.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.5% |
| 30D | -8.5% | +13.6% | -22.0% | -11.4% |
| 3M | -7.3% | +4.2% | -11.5% | -8.9% |
| 6M | -18.3% | -8.2% | -10.1% | -17.5% |
| YTD | -19.2% | -24.1% | +4.9% | -14.7% |
| 1Y | +26.1% | -31.2% | +57.4% | +36.6% |
| 3Y | +183.6% | +35.0% | +148.6% | +151.4% |
| 5Y | +81.2% | +52.6% | +28.5% | +53.1% |
| 10Y | +187.8% | +261.9% | -74.1% | +80.8% |
| All | +176.8% | +508.5% | -331.7% | +30.7% |
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