+497.1%
PAYX vs LDOS
+515.5%
-18.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | +12.9% | +12.8% | +0.1% | +7.9% |
| 3M | -3.1% | -1.0% | -2.1% | -3.1% |
| 6M | +27.9% | +6.2% | +21.7% | +23.9% |
| YTD | +8.2% | -23.2% | +31.4% | +17.1% |
| 1Y | +8.9% | -29.5% | +38.4% | +21.6% |
| 3Y | +12.6% | +37.1% | -24.4% | -5.3% |
| 5Y | +10.8% | +55.6% | -44.9% | -12.8% |
| 10Y | +183.6% | +249.4% | -65.8% | +67.8% |
| All | +497.1% | +515.5% | -18.3% | +173.5% |
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