+235.8%
PLD vs LDOS
+256.7%
-20.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | -0.1% | +16.4% | -16.5% | -5.2% |
| 3M | -7.9% | +7.4% | -15.4% | -10.7% |
| 6M | -7.0% | -0.3% | -6.6% | -8.0% |
| YTD | +3.1% | -24.0% | +27.1% | +10.9% |
| 1Y | +7.1% | -29.6% | +36.7% | +18.5% |
| 3Y | +32.9% | +35.1% | -2.2% | +8.5% |
| 5Y | +1.5% | +52.9% | -51.4% | -22.9% |
| All | +235.8% | +256.7% | -20.9% | +126.8% |
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 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