+166.6%
PM vs LDOS
+52.0%
+114.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -3.4% | -3.7% | +0.3% | -3.1% |
| 30D | +5.8% | +16.4% | -10.6% | +4.5% |
| 3M | +6.7% | +7.4% | -0.8% | +5.8% |
| 6M | +19.9% | -0.3% | +20.2% | +19.3% |
| YTD | +27.8% | -24.0% | +51.8% | +29.6% |
| 1Y | +39.4% | -29.6% | +69.0% | +42.5% |
| 3Y | +146.9% | +35.1% | +111.8% | +122.0% |
| 5Y | +166.6% | +52.9% | +113.7% | +135.5% |
| All | +166.6% | +52.0% | +114.7% | +135.5% |
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