+736.0%
PLTR vs LDOS
+35.4%
+700.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.1% | -9.8% | -9.8% |
| 7D | -21.1% | -3.7% | -17.4% | -19.8% |
| 30D | -19.3% | +16.4% | -35.7% | -25.4% |
| 3M | -2.2% | +7.4% | -9.6% | -6.0% |
| 6M | +14.0% | -0.3% | +14.4% | +12.3% |
| YTD | -12.8% | -24.0% | +11.2% | -5.1% |
| 1Y | -17.5% | -29.6% | +12.1% | -7.5% |
| All | +736.0% | +35.4% | +700.6% | +605.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling