+39.4%
PM vs LDOS
-31.3%
+70.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -3.4% | -3.7% | +0.3% | -3.2% |
| 30D | +5.8% | +16.4% | -10.6% | +5.2% |
| 3M | +6.7% | +7.4% | -0.8% | +6.1% |
| 6M | +19.9% | -0.3% | +20.2% | +17.8% |
| YTD | +27.8% | -24.0% | +51.8% | +23.1% |
| 1Y | +39.4% | -29.6% | +69.0% | +37.9% |
| All | +39.4% | -31.3% | +70.7% | +37.9% |
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