+713.9%
PH vs LDOS
+254.8%
+459.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +2.1% | +1.9% | +0.3% | +1.2% |
| 30D | +0.3% | +12.8% | -12.5% | -5.6% |
| 3M | -8.8% | -1.0% | -7.8% | -9.3% |
| 6M | +10.0% | +6.2% | +3.8% | +4.9% |
| YTD | +10.5% | -23.2% | +33.7% | +21.1% |
| 1Y | +15.5% | -29.5% | +45.0% | +32.4% |
| 3Y | +136.4% | +37.1% | +99.3% | +79.9% |
| 5Y | +213.6% | +55.6% | +158.0% | +114.5% |
| 10Y | +713.9% | +249.4% | +464.5% | +308.1% |
| All | +713.9% | +254.8% | +459.1% | +308.1% |
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