+154.8%
PGR vs LDOS
+41.1%
+113.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.3% |
| 7D | -2.6% | -7.1% | +4.6% | -1.1% |
| 30D | -0.2% | -6.1% | +5.9% | +1.0% |
| 3M | +7.4% | +5.6% | +1.7% | +5.6% |
| 6M | +2.1% | -26.9% | +29.1% | +8.5% |
| YTD | +0.5% | -27.9% | +28.4% | +6.2% |
| 1Y | -6.9% | -26.8% | +19.9% | -2.3% |
| 3Y | +73.2% | +39.6% | +33.6% | +43.6% |
| 5Y | +154.8% | +39.4% | +115.4% | +112.0% |
| All | +154.8% | +41.1% | +113.7% | +112.0% |
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