+298.6%
PEP vs LDOS
+494.7%
-196.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | -5.4% | +4.0% | -0.2% |
| 30D | +0.2% | +4.9% | -4.7% | -1.0% |
| 3M | -1.1% | +7.2% | -8.3% | -3.1% |
| 6M | -13.5% | -24.2% | +10.8% | -8.5% |
| YTD | -1.2% | -25.8% | +24.6% | +4.4% |
| 1Y | -1.6% | -24.7% | +23.2% | +3.4% |
| 3Y | -12.5% | +39.3% | -51.8% | -22.5% |
| 5Y | +3.0% | +43.3% | -40.3% | -10.5% |
| 10Y | +73.9% | +278.6% | -204.7% | +19.9% |
| All | +298.6% | +494.7% | -196.1% | +136.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling