-6.8%
PEG vs LDOS
-30.4%
+23.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +3.3% |
| 7D | +0.9% | -5.8% | +6.7% | +1.0% |
| 30D | +3.8% | +11.6% | -7.8% | +3.8% |
| 3M | +0.1% | -1.0% | +1.1% | +0.2% |
| 6M | -1.0% | +5.1% | -6.0% | -1.4% |
| YTD | -4.1% | -24.0% | +19.9% | -6.3% |
| All | -6.8% | -30.4% | +23.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling