+340.4%
PLD vs LDOS
+508.5%
-168.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +4.9% | -2.8% | +7.7% | +6.0% |
| 30D | +2.6% | +13.6% | -11.0% | -3.2% |
| 3M | -4.8% | +4.2% | -9.0% | -7.3% |
| 6M | -3.9% | -8.2% | +4.3% | -2.3% |
| YTD | +5.3% | -24.1% | +29.4% | +14.6% |
| 1Y | +9.3% | -31.2% | +40.5% | +24.3% |
| 3Y | +35.8% | +35.0% | +0.8% | +8.3% |
| 5Y | +2.9% | +52.6% | -49.7% | -24.5% |
| 10Y | +253.4% | +261.9% | -8.4% | +58.7% |
| All | +340.4% | +508.5% | -168.1% | +34.8% |
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 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