+405.1%
PHM vs LDOS
+509.1%
-104.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +8.7% | -3.7% | +12.4% | +10.6% |
| 30D | +16.4% | +16.4% | 0.0% | +8.2% |
| 3M | +1.8% | +7.4% | -5.6% | -2.3% |
| 6M | +15.1% | -0.3% | +15.4% | +13.5% |
| YTD | +16.0% | -24.0% | +40.0% | +28.4% |
| 1Y | +14.1% | -29.6% | +43.7% | +31.2% |
| 3Y | +65.9% | +35.1% | +30.8% | +30.4% |
| 5Y | +180.9% | +52.9% | +128.0% | +100.9% |
| 10Y | +730.3% | +262.2% | +468.0% | +261.0% |
| All | +405.1% | +509.1% | -104.0% | +42.6% |
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