+21.8%
PAYX vs LDOS
+41.1%
-19.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.1% | -3.1% |
| 7D | -6.9% | -7.1% | +0.2% | -5.0% |
| 30D | -2.6% | -6.1% | +3.5% | -0.9% |
| 3M | +19.4% | +5.6% | +13.8% | +17.0% |
| 6M | +18.7% | -26.9% | +45.6% | +28.9% |
| YTD | +7.8% | -27.9% | +35.7% | +17.1% |
| 1Y | -9.9% | -26.8% | +16.9% | -2.9% |
| 3Y | +7.4% | +39.6% | -32.2% | -10.0% |
| 5Y | +21.8% | +39.4% | -17.5% | +0.6% |
| All | +21.8% | +41.1% | -19.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling