+314.6%
PG vs LDOS
+494.7%
-180.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.9% | -5.4% | +7.3% | +3.0% |
| 30D | -0.2% | +4.9% | -5.1% | -1.3% |
| 3M | +4.8% | +7.2% | -2.4% | +3.0% |
| 6M | -6.1% | -24.2% | +18.1% | -1.4% |
| YTD | +4.5% | -25.8% | +30.3% | +9.6% |
| 1Y | -5.3% | -24.7% | +19.4% | -1.2% |
| 3Y | +2.6% | +39.3% | -36.7% | -8.1% |
| 5Y | +15.6% | +43.3% | -27.7% | +1.7% |
| 10Y | +118.0% | +278.6% | -160.6% | +52.9% |
| All | +314.6% | +494.7% | -180.1% | +148.8% |
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