+46.9%
PM vs LDOS
-27.6%
+74.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | +4.3% | -2.8% | +7.1% | +4.4% |
| 30D | +11.5% | +13.6% | -2.1% | +10.9% |
| 3M | +13.0% | +4.2% | +8.8% | +12.6% |
| 6M | +25.9% | -8.2% | +34.1% | +23.6% |
| YTD | +34.0% | -24.1% | +58.1% | +29.2% |
| 1Y | +46.9% | -31.2% | +78.1% | +48.3% |
| All | +46.9% | -27.6% | +74.5% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling