+66.0%
PBF vs LDOS
+39.7%
+26.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +4.3% | -5.4% | +9.7% | +5.0% |
| 30D | +22.0% | +4.9% | +17.1% | +21.5% |
| 3M | +74.5% | +7.2% | +67.3% | +74.6% |
| 6M | +67.7% | -24.2% | +91.9% | +78.4% |
| YTD | +179.2% | -25.8% | +205.0% | +195.5% |
| 1Y | +170.0% | -24.7% | +194.7% | +185.3% |
| All | +66.0% | +39.7% | +26.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling