+296.9%
PBR vs LDOS
+495.0%
-198.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.3% |
| 7D | -16.0% | -7.2% | -8.8% | -13.0% |
| 30D | -22.8% | +16.8% | -39.6% | -28.9% |
| 3M | +3.0% | -1.6% | +4.6% | +2.5% |
| 6M | -8.1% | -1.0% | -7.1% | -9.9% |
| YTD | +63.1% | -25.8% | +88.9% | +81.1% |
| 1Y | +59.3% | -31.1% | +90.3% | +83.8% |
| 3Y | +66.1% | +32.8% | +33.3% | +26.3% |
| 5Y | +495.8% | +49.4% | +446.4% | +308.1% |
| 10Y | +514.7% | +253.9% | +260.8% | +145.7% |
| All | +296.9% | +495.0% | -198.1% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling