+26.0%
PFE vs LDOS
-30.4%
+56.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.8% |
| 7D | -4.7% | -5.8% | +1.1% | -4.0% |
| 30D | +3.4% | +11.6% | -8.2% | +2.2% |
| 3M | +9.2% | -1.0% | +10.2% | +9.4% |
| 6M | +15.8% | +5.1% | +10.8% | +14.3% |
| YTD | +23.4% | -24.0% | +47.5% | +22.2% |
| All | +26.0% | -30.4% | +56.4% | +28.7% |
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