+2,121.5%
PH vs LDOS
+509.1%
+1,612.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.9% | -3.7% | -0.2% | -2.5% |
| 30D | -9.4% | +16.4% | -25.8% | -15.9% |
| 3M | -10.3% | +7.4% | -17.7% | -14.0% |
| 6M | +2.7% | -0.3% | +3.0% | +0.8% |
| YTD | +2.1% | -24.0% | +26.2% | +11.7% |
| 1Y | +16.2% | -29.6% | +45.8% | +31.8% |
| 3Y | +129.3% | +35.1% | +94.2% | +83.1% |
| 5Y | +191.7% | +52.9% | +138.8% | +114.1% |
| 10Y | +759.2% | +262.2% | +497.0% | +319.4% |
| All | +2,121.5% | +509.1% | +1,612.4% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling