+471.6%
PBR vs LDOS
+262.7%
+208.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.8% |
| 7D | -13.3% | -5.8% | -7.5% | -11.4% |
| 30D | -27.5% | +11.6% | -39.0% | -30.8% |
| 3M | +5.2% | -1.0% | +6.2% | +4.6% |
| 6M | -6.4% | +5.1% | -11.4% | -9.8% |
| YTD | +61.6% | -24.0% | +85.6% | +74.9% |
| 1Y | +48.9% | -30.3% | +79.2% | +67.5% |
| 3Y | +70.0% | +37.0% | +33.1% | +30.1% |
| 5Y | +469.0% | +53.4% | +415.6% | +295.4% |
| 10Y | +471.6% | +252.0% | +219.6% | +271.2% |
| All | +471.6% | +262.7% | +208.9% | +271.2% |
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