+1,677.1%
PLTR vs LDOS
+63.8%
+1,613.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -3.8% | +1.9% | -5.6% | -4.5% |
| 30D | -19.2% | +12.8% | -32.0% | -23.3% |
| 3M | -3.7% | -1.0% | -2.6% | -3.6% |
| 6M | +22.5% | +6.2% | +16.3% | +18.7% |
| YTD | -5.0% | -23.2% | +18.2% | +2.5% |
| 1Y | -12.8% | -29.5% | +16.7% | -3.1% |
| 3Y | +758.3% | +37.1% | +721.2% | +655.6% |
| 5Y | +649.6% | +55.6% | +594.0% | +531.6% |
| All | +1,677.1% | +63.8% | +1,613.3% | +1,476.0% |
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