+284.5%
PBF vs LDOS
+248.5%
+36.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.3% |
| 7D | -13.8% | -7.2% | -6.6% | -10.5% |
| 30D | -19.6% | +16.8% | -36.5% | -26.9% |
| 3M | +10.3% | -1.6% | +11.8% | +9.9% |
| 6M | +63.4% | -1.0% | +64.4% | +59.7% |
| YTD | +152.6% | -25.8% | +178.4% | +186.7% |
| 1Y | +87.4% | -31.1% | +118.4% | +123.6% |
| 3Y | +63.3% | +32.8% | +30.5% | +12.1% |
| 5Y | +412.5% | +49.4% | +363.1% | +205.9% |
| All | +284.5% | +248.5% | +36.1% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling