+403.5%
PEG vs LDOS
+494.7%
-91.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +0.7% | -5.4% | +6.1% | +2.2% |
| 30D | -2.4% | +4.9% | -7.3% | -3.9% |
| 3M | -4.8% | +7.2% | -12.0% | -7.2% |
| 6M | -10.7% | -24.2% | +13.6% | -4.3% |
| YTD | -6.7% | -25.8% | +19.1% | -0.2% |
| 1Y | -6.8% | -24.7% | +17.9% | -1.0% |
| 3Y | +34.5% | +39.3% | -4.8% | +15.5% |
| 5Y | +35.8% | +43.3% | -7.6% | +14.0% |
| 10Y | +141.7% | +278.6% | -136.8% | +49.6% |
| All | +403.5% | +494.7% | -91.2% | +155.0% |
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