+117.4%
PM vs LDOS
+43.9%
+73.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -4.9% | -5.4% | +0.5% | -4.5% |
| 30D | -3.4% | +4.9% | -8.3% | -3.8% |
| 3M | +5.2% | +7.2% | -2.0% | +4.3% |
| 6M | +3.7% | -24.2% | +28.0% | +5.7% |
| YTD | +15.8% | -25.8% | +41.6% | +17.8% |
| 1Y | +17.4% | -24.7% | +42.1% | +19.1% |
| 3Y | +116.9% | +39.3% | +77.6% | +94.0% |
| All | +117.4% | +43.9% | +73.5% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling