+371.4%
PG vs LDOS
+495.0%
-123.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +2.4% | -7.2% | +9.6% | +3.9% |
| 30D | +12.6% | +16.8% | -4.2% | +9.2% |
| 3M | +13.3% | -1.6% | +14.9% | +13.4% |
| 6M | +13.4% | -1.0% | +14.4% | +13.0% |
| YTD | +18.8% | -25.8% | +44.5% | +24.4% |
| 1Y | +16.5% | -31.1% | +47.6% | +23.8% |
| 3Y | +18.6% | +32.8% | -14.2% | +7.4% |
| 5Y | +28.8% | +49.4% | -20.5% | +12.3% |
| 10Y | +155.0% | +253.9% | -98.9% | +81.3% |
| All | +371.4% | +495.0% | -123.6% | +182.4% |
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