+14.8%
PL vs LDOS
+44.5%
-29.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.2% |
| 7D | -20.5% | -3.7% | -16.9% | -19.6% |
| 30D | -38.8% | +16.4% | -55.2% | -42.9% |
| 3M | -49.1% | +7.4% | -56.5% | -51.2% |
| 6M | -69.4% | -0.3% | -69.0% | -69.7% |
| YTD | -42.3% | -24.0% | -18.3% | -35.6% |
| 1Y | -14.2% | -29.6% | +15.4% | -1.0% |
| 3Y | +398.7% | +35.1% | +363.6% | +337.5% |
| 5Y | +11.1% | +52.9% | -41.8% | -9.1% |
| All | +14.8% | +44.5% | -29.7% | -6.1% |
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