+159.0%
PM vs LDOS
+54.3%
+104.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -6.6% | +1.9% | -8.5% | -6.8% |
| 30D | -3.4% | +12.8% | -16.2% | -4.4% |
| 3M | +5.3% | -1.0% | +6.3% | +5.3% |
| 6M | +15.5% | +6.2% | +9.3% | +14.4% |
| YTD | +24.3% | -23.2% | +47.5% | +25.9% |
| 1Y | +29.7% | -29.5% | +59.2% | +32.6% |
| 3Y | +144.9% | +37.1% | +107.9% | +119.6% |
| 5Y | +159.0% | +55.6% | +103.4% | +128.1% |
| All | +159.0% | +54.3% | +104.7% | +128.1% |
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