+523.4%
PBR vs LDOS
+254.8%
+268.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -13.3% | +1.9% | -15.2% | -13.9% |
| 30D | -27.7% | +12.8% | -40.5% | -31.3% |
| 3M | +2.7% | -1.0% | +3.7% | +2.1% |
| 6M | -6.7% | +6.2% | -12.9% | -10.5% |
| YTD | +60.9% | -23.2% | +84.2% | +73.6% |
| 1Y | +46.6% | -29.5% | +76.1% | +64.3% |
| 3Y | +69.1% | +37.1% | +32.0% | +29.3% |
| 5Y | +469.6% | +55.6% | +414.0% | +292.3% |
| 10Y | +523.4% | +249.4% | +274.0% | +255.9% |
| All | +523.4% | +254.8% | +268.5% | +255.9% |
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