+111.0%
PBF vs LDOS
-27.6%
+138.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.6% |
| 7D | -0.9% | -2.8% | +1.9% | -1.1% |
| 30D | -13.7% | +13.6% | -27.3% | -13.4% |
| 3M | +10.6% | +4.2% | +6.4% | +11.1% |
| 6M | +61.2% | -8.2% | +69.4% | +67.8% |
| YTD | +172.7% | -24.1% | +196.8% | +171.5% |
| 1Y | +111.0% | -31.2% | +142.2% | +128.3% |
| All | +111.0% | -27.6% | +138.6% | +128.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling