+180.3%
PFE vs LDOS
+508.5%
-328.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +4.6% | -2.8% | +7.4% | +5.3% |
| 30D | +12.3% | +13.6% | -1.3% | +8.5% |
| 3M | +21.2% | +4.2% | +16.9% | +19.4% |
| 6M | +21.1% | -8.2% | +29.3% | +22.8% |
| YTD | +30.0% | -24.1% | +54.1% | +37.6% |
| 1Y | +35.6% | -31.2% | +66.8% | +47.3% |
| 3Y | +19.5% | +35.0% | -15.5% | +5.7% |
| 5Y | -9.3% | +52.6% | -61.9% | -23.8% |
| 10Y | +70.4% | +261.9% | -191.5% | +7.9% |
| All | +180.3% | +508.5% | -328.2% | +41.4% |
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