+663.5%
PHM vs LDOS
+226.9%
+436.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.5% |
| 30D | +16.1% | +8.2% | +7.9% | +12.4% |
| 3M | -2.5% | -8.2% | +5.7% | +0.7% |
| 6M | +12.9% | +5.8% | +7.1% | +8.9% |
| YTD | +9.0% | -27.0% | +36.0% | +21.7% |
| 1Y | +8.2% | -31.0% | +39.2% | +24.0% |
| 3Y | +58.4% | +29.3% | +29.2% | +27.4% |
| 5Y | +159.2% | +48.7% | +110.5% | +88.1% |
| All | +663.5% | +226.9% | +436.6% | +366.1% |
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