+165.5%
PG vs LDOS
+228.4%
-62.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +0.6% | -3.5% | +4.0% | +1.2% |
| 30D | +10.5% | +9.5% | +1.0% | +8.5% |
| 3M | +17.4% | -6.3% | +23.7% | +18.6% |
| 6M | +18.4% | +2.8% | +15.6% | +17.1% |
| YTD | +20.7% | -26.6% | +47.3% | +26.5% |
| 1Y | +16.8% | -31.3% | +48.1% | +24.2% |
| 3Y | +20.1% | +30.9% | -10.8% | +7.1% |
| 5Y | +30.4% | +49.4% | -19.0% | +10.8% |
| All | +165.5% | +228.4% | -62.8% | +102.4% |
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