+40.8%
PEG vs LDOS
+54.3%
-13.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +2.3% |
| 30D | +3.3% | +12.8% | -9.5% | +1.3% |
| 3M | +1.1% | -1.0% | +2.1% | +1.1% |
| 6M | -1.4% | +6.2% | -7.6% | -2.8% |
| YTD | -4.6% | -23.2% | +18.6% | -0.8% |
| 1Y | -7.2% | -29.5% | +22.3% | -1.7% |
| 3Y | +33.7% | +37.1% | -3.3% | +13.5% |
| 5Y | +40.8% | +55.6% | -14.8% | +16.2% |
| All | +40.8% | +54.3% | -13.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling