+16.2%
PFE vs LDOS
+35.4%
-19.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -0.2% | -3.7% | +3.5% | +0.3% |
| 30D | +8.7% | +16.4% | -7.7% | +6.4% |
| 3M | +15.8% | +7.4% | +8.4% | +14.5% |
| 6M | +16.8% | -0.3% | +17.2% | +16.3% |
| YTD | +26.2% | -24.0% | +50.2% | +29.6% |
| 1Y | +29.9% | -29.6% | +59.5% | +35.1% |
| All | +16.2% | +35.4% | -19.2% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling