+320.8%
PBF vs LDOS
+830.2%
-509.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | -0.9% | -2.8% | +1.9% | +0.2% |
| 30D | -13.7% | +13.6% | -27.3% | -19.4% |
| 3M | +10.6% | +4.2% | +6.4% | +7.3% |
| 6M | +61.2% | -8.2% | +69.4% | +64.1% |
| YTD | +172.7% | -24.1% | +196.8% | +200.3% |
| 1Y | +111.0% | -31.2% | +142.2% | +145.4% |
| 3Y | +73.6% | +35.0% | +38.6% | +30.4% |
| 5Y | +479.7% | +52.6% | +427.0% | +294.1% |
| 10Y | +312.9% | +261.9% | +51.0% | +117.2% |
| All | +320.8% | +830.2% | -509.4% | +72.8% |
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