+1,597.9%
PGR vs LDOS
+494.7%
+1,103.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +0.1% | -5.4% | +5.6% | +1.9% |
| 30D | +2.9% | +4.9% | -2.0% | +1.1% |
| 3M | +12.1% | +7.2% | +4.9% | +8.8% |
| 6M | +3.7% | -24.2% | +27.9% | +12.5% |
| YTD | +2.4% | -25.8% | +28.2% | +10.7% |
| 1Y | -6.4% | -24.7% | +18.4% | +0.4% |
| 3Y | +76.8% | +39.3% | +37.5% | +48.0% |
| 5Y | +154.3% | +43.3% | +111.0% | +107.6% |
| 10Y | +790.1% | +278.6% | +511.5% | +383.9% |
| All | +1,597.9% | +494.7% | +1,103.1% | +616.8% |
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