-14.2%
PL vs LDOS
-31.3%
+17.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.2% | -10.2% |
| 7D | -20.5% | -3.7% | -16.9% | -19.5% |
| 30D | -38.8% | +16.4% | -55.2% | -44.1% |
| 3M | -49.1% | +7.4% | -56.5% | -51.9% |
| 6M | -69.4% | -0.3% | -69.0% | -68.2% |
| YTD | -42.3% | -24.0% | -18.3% | -28.8% |
| 1Y | -14.2% | -29.6% | +15.4% | +21.9% |
| All | -14.2% | -31.3% | +17.1% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling