+395.3%
PBF vs LDOS
+49.1%
+346.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -6.9% |
| 7D | -13.8% | -7.2% | -6.6% | -12.4% |
| 30D | -19.6% | +16.8% | -36.5% | -22.6% |
| 3M | +10.3% | -1.6% | +11.8% | +10.3% |
| 6M | +63.4% | -1.0% | +64.4% | +63.8% |
| YTD | +152.6% | -25.8% | +178.4% | +172.4% |
| 1Y | +87.4% | -31.1% | +118.4% | +107.6% |
| 3Y | +63.3% | +32.8% | +30.5% | +31.1% |
| All | +395.3% | +49.1% | +346.1% | +295.3% |
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 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