+24.8%
PL vs LDOS
+52.4%
-27.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | -11.7% | -2.8% | -8.9% | -11.0% |
| 30D | -27.1% | +13.6% | -40.7% | -31.7% |
| 3M | -44.6% | +4.2% | -48.8% | -46.3% |
| 6M | -67.2% | -8.2% | -59.0% | -66.2% |
| YTD | -35.9% | -24.1% | -11.8% | -27.6% |
| 1Y | -0.4% | -31.2% | +30.8% | +17.5% |
| 3Y | +454.8% | +35.0% | +419.8% | +370.7% |
| 5Y | +24.8% | +52.6% | -27.9% | -5.8% |
| All | +24.8% | +52.4% | -27.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling