+3.2%
PG vs LDOS
+42.3%
-39.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.9% | -5.4% | +7.3% | +2.2% |
| 30D | -0.2% | +4.9% | -5.1% | -0.6% |
| 3M | +4.8% | +7.2% | -2.4% | +4.0% |
| 6M | -6.1% | -24.2% | +18.1% | -5.9% |
| YTD | +4.5% | -25.8% | +30.3% | +4.6% |
| 1Y | -5.3% | -24.7% | +19.4% | -5.4% |
| All | +3.2% | +42.3% | -39.1% | -4.6% |
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