+811.9%
PGR vs LDOS
+265.7%
+546.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.6% | -3.1% | +2.5% | +0.3% |
| 30D | +4.9% | -8.2% | +13.1% | +7.4% |
| 3M | +7.6% | +5.9% | +1.7% | +5.2% |
| 6M | +8.3% | -25.2% | +33.5% | +16.9% |
| YTD | +1.7% | -28.1% | +29.9% | +10.0% |
| 1Y | -6.8% | -29.7% | +22.8% | +1.2% |
| 3Y | +73.4% | +39.0% | +34.4% | +44.9% |
| 5Y | +161.2% | +41.3% | +119.9% | +114.2% |
| All | +811.9% | +265.7% | +546.2% | +462.8% |
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 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