+744.0%
PHM vs LDOS
+262.7%
+481.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.2% | +1.6% |
| 7D | +3.5% | -5.8% | +9.3% | +6.1% |
| 30D | +21.2% | +11.6% | +9.6% | +15.8% |
| 3M | +2.5% | -1.0% | +3.5% | +2.5% |
| 6M | +16.1% | +5.1% | +11.0% | +12.4% |
| YTD | +16.6% | -24.0% | +40.7% | +28.1% |
| 1Y | +14.4% | -30.3% | +44.7% | +30.8% |
| 3Y | +71.9% | +37.0% | +34.9% | +34.6% |
| 5Y | +174.3% | +53.4% | +121.0% | +96.7% |
| 10Y | +744.0% | +252.0% | +492.0% | +384.4% |
| All | +744.0% | +262.7% | +481.3% | +384.4% |
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