+1,531.5%
PLTR vs LDOS
+62.0%
+1,469.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.1% | -9.8% | -9.8% |
| 7D | -21.1% | -3.7% | -17.4% | -20.0% |
| 30D | -19.3% | +16.4% | -35.7% | -24.4% |
| 3M | -2.2% | +7.4% | -9.6% | -5.4% |
| 6M | +14.0% | -0.3% | +14.4% | +13.0% |
| YTD | -12.8% | -24.0% | +11.2% | -5.5% |
| 1Y | -17.5% | -29.6% | +12.1% | -8.3% |
| 3Y | +720.5% | +35.1% | +685.4% | +626.4% |
| 5Y | +496.1% | +52.9% | +443.2% | +405.2% |
| All | +1,531.5% | +62.0% | +1,469.4% | +1,353.2% |
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