+618.1%
PBR vs LDOS
+274.0%
+344.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +8.6% | -5.4% | +14.0% | +10.8% |
| 30D | +12.8% | +4.9% | +7.9% | +10.3% |
| 3M | +14.7% | +7.2% | +7.5% | +10.4% |
| 6M | +25.2% | -24.2% | +49.4% | +38.4% |
| YTD | +77.1% | -25.8% | +103.0% | +94.9% |
| 1Y | +69.6% | -24.7% | +94.3% | +84.8% |
| 3Y | +95.6% | +39.3% | +56.3% | +48.7% |
| 5Y | +501.8% | +43.3% | +458.4% | +335.7% |
| All | +618.1% | +274.0% | +344.0% | +287.9% |
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