+163.7%
PEG vs LDOS
+228.4%
-64.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | +2.3% | -3.5% | +5.8% | +3.3% |
| 30D | +6.1% | +9.5% | -3.4% | +3.6% |
| 3M | -0.5% | -6.3% | +5.8% | +0.9% |
| 6M | -3.2% | +2.8% | -6.0% | -4.7% |
| YTD | -4.4% | -26.6% | +22.2% | +2.2% |
| 1Y | -7.4% | -31.3% | +23.9% | +1.0% |
| 3Y | +33.9% | +30.9% | +3.0% | +14.6% |
| 5Y | +42.3% | +49.4% | -7.1% | +14.4% |
| All | +163.7% | +228.4% | -64.7% | +86.9% |
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 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