+747.9%
PH vs LDOS
+248.5%
+499.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.9% |
| 7D | +2.0% | -7.2% | +9.2% | +5.2% |
| 30D | -3.7% | +16.8% | -20.5% | -10.9% |
| 3M | -14.0% | -1.6% | -12.4% | -14.4% |
| 6M | +2.1% | -1.0% | +3.1% | +0.6% |
| YTD | +5.1% | -25.8% | +30.8% | +17.0% |
| 1Y | +10.9% | -31.1% | +42.0% | +28.4% |
| 3Y | +132.9% | +32.8% | +100.2% | +79.6% |
| 5Y | +200.1% | +49.4% | +150.7% | +109.0% |
| All | +747.9% | +248.5% | +499.5% | +288.3% |
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 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