+199.0%
PNC vs LDOS
+226.9%
-27.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | +7.6% | +8.2% | -0.6% | +4.0% |
| 3M | -8.1% | -8.2% | 0.0% | -5.5% |
| 6M | +12.6% | +5.8% | +6.8% | +8.2% |
| YTD | +15.0% | -27.0% | +41.9% | +27.9% |
| 1Y | +30.4% | -31.0% | +61.4% | +48.8% |
| 3Y | +116.1% | +29.3% | +86.9% | +74.5% |
| 5Y | +37.5% | +48.7% | -11.3% | +0.1% |
| All | +199.0% | +226.9% | -27.9% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling