+313.3%
PEP vs LDOS
+509.1%
-195.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +6.7% | -3.7% | +10.4% | +7.6% |
| 30D | +13.5% | +16.4% | -2.9% | +9.7% |
| 3M | +3.9% | +7.4% | -3.5% | +2.0% |
| 6M | -6.0% | -0.3% | -5.7% | -6.5% |
| YTD | +2.5% | -24.0% | +26.5% | +7.5% |
| 1Y | +3.9% | -29.6% | +33.5% | +10.9% |
| 3Y | -4.7% | +35.1% | -39.8% | -14.8% |
| 5Y | +1.1% | +52.9% | -51.8% | -13.6% |
| 10Y | +83.8% | +262.2% | -178.4% | +27.8% |
| All | +313.3% | +509.1% | -195.7% | +143.2% |
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 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