+66.1%
PBR vs LDOS
+32.3%
+33.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.4% |
| 7D | -16.0% | -7.2% | -8.8% | -15.7% |
| 30D | -22.8% | +16.8% | -39.6% | -23.5% |
| 3M | +3.0% | -1.6% | +4.6% | +2.8% |
| 6M | -8.1% | -1.0% | -7.1% | -8.1% |
| YTD | +63.1% | -25.8% | +88.9% | +65.1% |
| 1Y | +59.3% | -31.1% | +90.3% | +62.6% |
| 3Y | +66.1% | +32.8% | +33.3% | +63.9% |
| All | +66.1% | +32.3% | +33.9% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling