+1,714.7%
PLTR vs LDOS
+59.8%
+1,655.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | -17.5% | +10.1% | -27.6% | -21.0% |
| 3M | -1.5% | -4.7% | +3.2% | 0.0% |
| 6M | +25.9% | +5.6% | +20.4% | +22.4% |
| YTD | -3.0% | -25.1% | +22.1% | +5.6% |
| 1Y | -9.7% | -31.7% | +22.0% | +1.5% |
| 3Y | +776.5% | +33.7% | +742.8% | +678.9% |
| 5Y | +649.9% | +54.4% | +595.5% | +536.3% |
| All | +1,714.7% | +59.8% | +1,655.0% | +1,524.7% |
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