+330.8%
PBF vs LDOS
+809.2%
-478.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +4.3% | -5.4% | +9.7% | +7.1% |
| 30D | +22.0% | +4.9% | +17.1% | +19.1% |
| 3M | +74.5% | +7.2% | +67.3% | +66.1% |
| 6M | +67.7% | -24.2% | +91.9% | +89.6% |
| YTD | +179.2% | -25.8% | +205.0% | +214.1% |
| 1Y | +170.0% | -24.7% | +194.7% | +200.8% |
| 3Y | +66.4% | +39.3% | +27.1% | +23.3% |
| 5Y | +764.5% | +43.3% | +721.2% | +516.8% |
| 10Y | +358.5% | +278.6% | +79.9% | +141.3% |
| All | +330.8% | +809.2% | -478.4% | +80.7% |
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