+117.2%
PG vs LDOS
+258.9%
-141.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -3.4% | -4.2% | +0.8% | -2.6% |
| 30D | -2.6% | -7.9% | +5.3% | -1.1% |
| 3M | -3.3% | +4.1% | -7.4% | -4.5% |
| 6M | -6.7% | -28.2% | +21.5% | -1.1% |
| YTD | +1.7% | -28.5% | +30.3% | +7.3% |
| 1Y | -7.9% | -27.7% | +19.8% | -3.3% |
| 3Y | +0.9% | +38.4% | -37.5% | -11.2% |
| 5Y | +12.6% | +38.0% | -25.3% | -2.1% |
| 10Y | +117.2% | +262.1% | -144.9% | +64.4% |
| All | +117.2% | +258.9% | -141.8% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling