+159.0%
PFE vs LDOS
+494.7%
-335.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +1.8% | -5.4% | +7.2% | +3.2% |
| 30D | +10.2% | +4.9% | +5.3% | +8.7% |
| 3M | +12.7% | +7.2% | +5.5% | +10.1% |
| 6M | +10.5% | -24.2% | +34.8% | +18.0% |
| YTD | +20.2% | -25.8% | +46.0% | +28.1% |
| 1Y | +24.1% | -24.7% | +48.8% | +31.6% |
| 3Y | -3.6% | +39.3% | -42.8% | -15.4% |
| 5Y | -20.9% | +43.3% | -64.2% | -32.2% |
| 10Y | +35.8% | +278.6% | -242.7% | -15.1% |
| All | +159.0% | +494.7% | -335.8% | +31.7% |
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 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