+14.5%
PG vs LDOS
+41.1%
-26.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -0.4% | -7.1% | +6.7% | +0.4% |
| 30D | -0.1% | -6.1% | +5.9% | +0.5% |
| 3M | +1.1% | +5.6% | -4.5% | +0.1% |
| 6M | -3.8% | -26.9% | +23.1% | -1.2% |
| YTD | +3.8% | -27.9% | +31.8% | +6.5% |
| 1Y | -5.8% | -26.8% | +21.0% | -3.7% |
| 3Y | +3.0% | +39.6% | -36.6% | -7.8% |
| 5Y | +14.5% | +39.4% | -24.9% | +1.6% |
| All | +14.5% | +41.1% | -26.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling