+899.1%
PM vs LDOS
+502.5%
+396.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.4% |
| 7D | +4.3% | -2.8% | +7.1% | +4.9% |
| 30D | +11.5% | +13.6% | -2.1% | +8.0% |
| 3M | +13.0% | +4.2% | +8.8% | +11.5% |
| 6M | +25.9% | -8.2% | +34.1% | +27.4% |
| YTD | +34.0% | -24.1% | +58.1% | +40.8% |
| 1Y | +46.9% | -31.2% | +78.1% | +58.1% |
| 3Y | +158.9% | +35.0% | +123.9% | +126.9% |
| 5Y | +181.3% | +52.6% | +128.7% | +134.1% |
| 10Y | +258.7% | +261.9% | -3.2% | +135.0% |
| All | +899.1% | +502.5% | +396.6% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling