+404.0%
PEG vs LDOS
+509.1%
-105.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | +1.9% | +16.4% | -14.5% | -2.4% |
| 3M | -2.3% | +7.4% | -9.8% | -4.7% |
| 6M | -6.7% | -0.3% | -6.3% | -7.4% |
| YTD | -6.6% | -24.0% | +17.4% | -1.1% |
| 1Y | -5.3% | -29.6% | +24.2% | +2.5% |
| 3Y | +26.8% | +35.1% | -8.3% | +9.9% |
| 5Y | +34.7% | +52.9% | -18.2% | +10.8% |
| 10Y | +151.8% | +262.2% | -110.4% | +57.7% |
| All | +404.0% | +509.1% | -105.1% | +152.9% |
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 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