+14.4%
PH vs LDOS
-31.9%
+46.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.3% | -1.6% | +6.0% | +4.4% |
| 30D | +0.1% | +8.2% | -8.1% | -0.3% |
| 3M | -9.4% | -8.2% | -1.2% | -9.1% |
| 6M | +8.8% | +5.8% | +2.9% | +8.6% |
| YTD | +9.6% | -27.0% | +36.6% | +9.9% |
| 1Y | +14.4% | -31.0% | +45.4% | +17.6% |
| All | +14.4% | -31.9% | +46.3% | +17.6% |
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