+2,296.5%
PH vs LDOS
+494.7%
+1,801.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -3.1% | -5.4% | +2.3% | -0.6% |
| 30D | -3.2% | +4.9% | -8.1% | -5.5% |
| 3M | +10.6% | +7.2% | +3.4% | +5.9% |
| 6M | -2.1% | -24.2% | +22.1% | +9.4% |
| YTD | +10.2% | -25.8% | +36.0% | +22.8% |
| 1Y | +28.2% | -24.7% | +52.9% | +41.6% |
| 3Y | +134.9% | +39.3% | +95.6% | +85.7% |
| 5Y | +253.6% | +43.3% | +210.3% | +169.6% |
| 10Y | +804.7% | +278.6% | +526.2% | +335.7% |
| All | +2,296.5% | +494.7% | +1,801.8% | +754.5% |
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