+253.6%
PH vs LDOS
+43.9%
+209.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -3.1% | -5.4% | +2.3% | -1.5% |
| 30D | -3.2% | +4.9% | -8.1% | -4.7% |
| 3M | +10.6% | +7.2% | +3.4% | +7.9% |
| 6M | -2.1% | -24.2% | +22.1% | +6.4% |
| YTD | +10.2% | -25.8% | +36.0% | +19.6% |
| 1Y | +28.2% | -24.7% | +52.9% | +38.2% |
| 3Y | +134.9% | +39.3% | +95.6% | +91.6% |
| All | +253.6% | +43.9% | +209.8% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling