+14.5%
PH vs LDOS
-30.4%
+44.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.2% |
| 7D | +3.0% | -5.8% | +8.9% | +3.1% |
| 30D | -0.6% | +11.6% | -12.2% | -1.1% |
| 3M | -10.7% | -1.0% | -9.7% | -10.7% |
| 6M | +9.1% | +5.1% | +4.0% | +9.0% |
| YTD | +9.5% | -24.0% | +33.5% | +10.0% |
| All | +14.5% | -30.4% | +44.9% | +18.7% |
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