+1,727.0%
PGR vs LDOS
+488.0%
+1,239.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +1.0% | -3.5% | +4.5% | +2.1% |
| 30D | +5.7% | +9.5% | -3.9% | +2.5% |
| 3M | +13.6% | -6.3% | +19.9% | +15.6% |
| 6M | +18.8% | +2.8% | +16.0% | +16.5% |
| YTD | +10.1% | -26.6% | +36.8% | +19.2% |
| 1Y | +13.0% | -31.3% | +44.3% | +25.1% |
| 3Y | +60.6% | +30.9% | +29.7% | +37.4% |
| 5Y | +173.5% | +49.4% | +124.2% | +119.7% |
| 10Y | +836.4% | +229.4% | +607.0% | +435.5% |
| All | +1,727.0% | +488.0% | +1,239.0% | +672.3% |
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