+83.0%
PL vs LDOS
+41.1%
+41.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -9.3% | -5.4% | -3.9% | -7.1% |
| 30D | -18.9% | +4.9% | -23.8% | -20.9% |
| 3M | -58.4% | +7.2% | -65.6% | -59.9% |
| 6M | -30.3% | -24.2% | -6.1% | -21.3% |
| YTD | -8.1% | -25.8% | +17.7% | +4.5% |
| 1Y | +180.5% | -24.7% | +205.2% | +218.2% |
| 3Y | +444.1% | +39.3% | +404.9% | +376.4% |
| 5Y | +83.0% | +43.3% | +39.7% | +52.7% |
| All | +83.0% | +41.1% | +41.9% | +52.3% |
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