+331.0%
PBR vs LDOS
+494.7%
-163.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +8.6% | -5.4% | +14.0% | +11.5% |
| 30D | +12.8% | +4.9% | +7.9% | +9.7% |
| 3M | +14.7% | +7.2% | +7.5% | +9.1% |
| 6M | +25.2% | -24.2% | +49.4% | +41.1% |
| YTD | +77.1% | -25.8% | +103.0% | +98.6% |
| 1Y | +69.6% | -24.7% | +94.3% | +87.9% |
| 3Y | +95.6% | +39.3% | +56.3% | +45.5% |
| 5Y | +501.8% | +43.3% | +458.4% | +325.2% |
| 10Y | +640.6% | +278.6% | +362.0% | +186.4% |
| All | +331.0% | +494.7% | -163.8% | +19.4% |
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