+14.1%
PH vs LDOS
-31.1%
+45.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.8% |
| 7D | +6.9% | -1.3% | +8.2% | +6.9% |
| 30D | +1.7% | +10.1% | -8.4% | +1.2% |
| 3M | -8.1% | -4.7% | -3.5% | -7.9% |
| 6M | +11.5% | +5.6% | +5.9% | +11.3% |
| YTD | +11.4% | -25.1% | +36.5% | +11.8% |
| 1Y | +14.1% | -31.7% | +45.8% | +19.0% |
| All | +14.1% | -31.1% | +45.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling