+229.6%
PM vs LDOS
+248.5%
-18.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -5.2% | -7.2% | +2.0% | -3.7% |
| 30D | +2.7% | +16.8% | -14.2% | -0.9% |
| 3M | +5.2% | -1.6% | +6.8% | +5.3% |
| 6M | +17.0% | -1.0% | +18.0% | +16.3% |
| YTD | +25.5% | -25.8% | +51.3% | +32.3% |
| 1Y | +35.5% | -31.1% | +66.6% | +45.6% |
| 3Y | +143.9% | +32.8% | +111.1% | +109.9% |
| 5Y | +161.8% | +49.4% | +112.5% | +112.4% |
| All | +229.6% | +248.5% | -18.9% | +163.4% |
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