+662.9%
PHM vs LDOS
+228.4%
+434.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.7% |
| 30D | +13.7% | +9.5% | +4.2% | +9.5% |
| 3M | -1.5% | -6.3% | +4.8% | +0.8% |
| 6M | +11.3% | +2.8% | +8.4% | +8.6% |
| YTD | +8.9% | -26.6% | +35.6% | +21.4% |
| 1Y | +6.1% | -31.3% | +37.4% | +21.9% |
| 3Y | +57.7% | +30.9% | +26.7% | +26.0% |
| 5Y | +159.0% | +49.4% | +109.6% | +87.5% |
| All | +662.9% | +228.4% | +434.5% | +364.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling