+53.5%
PNC vs LDOS
+43.9%
+9.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | -5.4% | +6.8% | +2.7% |
| 30D | -3.8% | +4.9% | -8.7% | -5.2% |
| 3M | +9.0% | +7.2% | +1.8% | +6.7% |
| 6M | +16.6% | -24.2% | +40.9% | +25.1% |
| YTD | +20.4% | -25.8% | +46.2% | +29.2% |
| 1Y | +22.3% | -24.7% | +47.1% | +30.4% |
| 3Y | +124.5% | +39.3% | +85.3% | +88.9% |
| All | +53.5% | +43.9% | +9.6% | +25.7% |
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