+4.4%
PEP vs LDOS
-31.9%
+36.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | -1.6% | +4.5% | +3.1% |
| 30D | +12.5% | +8.2% | +4.3% | +11.9% |
| 3M | +4.5% | -8.2% | +12.7% | +5.0% |
| 6M | -0.5% | +5.8% | -6.3% | -1.7% |
| YTD | +4.4% | -27.0% | +31.4% | +2.4% |
| 1Y | +4.4% | -31.0% | +35.3% | +3.0% |
| All | +4.4% | -31.9% | +36.2% | +3.0% |
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 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