-6.6%
PGR vs LDOS
-26.8%
+20.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | +1.8% | -8.0% | +9.9% | +2.1% |
| 3M | +5.9% | +6.8% | -0.9% | +4.9% |
| 6M | +4.6% | -24.5% | +29.0% | +2.1% |
| YTD | +1.1% | -27.8% | +28.8% | -2.7% |
| 1Y | -6.6% | -27.4% | +20.9% | -8.9% |
| All | -6.6% | -26.8% | +20.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling