+496.0%
PBR vs LDOS
+43.9%
+452.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +8.6% | -5.4% | +14.0% | +9.5% |
| 30D | +12.8% | +4.9% | +7.9% | +11.7% |
| 3M | +14.7% | +7.2% | +7.5% | +13.0% |
| 6M | +25.2% | -24.2% | +49.4% | +31.4% |
| YTD | +77.1% | -25.8% | +103.0% | +85.4% |
| 1Y | +69.6% | -24.7% | +94.3% | +76.8% |
| 3Y | +95.6% | +39.3% | +56.3% | +64.3% |
| All | +496.0% | +43.9% | +452.2% | +373.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling