+160.2%
PEG vs LDOS
+262.7%
-102.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.7% |
| 7D | +0.9% | -5.8% | +6.7% | +2.4% |
| 30D | +3.8% | +11.6% | -7.8% | +0.8% |
| 3M | +0.1% | -1.0% | +1.1% | 0.0% |
| 6M | -1.0% | +5.1% | -6.0% | -3.1% |
| YTD | -4.1% | -24.0% | +19.9% | +1.6% |
| 1Y | -6.9% | -30.3% | +23.4% | +1.3% |
| 3Y | +35.6% | +37.0% | -1.3% | +14.6% |
| 5Y | +42.8% | +53.4% | -10.6% | +14.2% |
| 10Y | +160.2% | +252.0% | -91.7% | +81.1% |
| All | +160.2% | +262.7% | -102.5% | +81.1% |
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