+527.1%
PNC vs LDOS
+494.7%
+32.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | -5.4% | +6.8% | +3.7% |
| 30D | -3.8% | +4.9% | -8.7% | -6.1% |
| 3M | +9.0% | +7.2% | +1.8% | +4.6% |
| 6M | +16.6% | -24.2% | +40.9% | +29.5% |
| YTD | +20.4% | -25.8% | +46.2% | +33.6% |
| 1Y | +22.3% | -24.7% | +47.1% | +34.4% |
| 3Y | +124.5% | +39.3% | +85.3% | +79.8% |
| 5Y | +54.1% | +43.3% | +10.8% | +18.8% |
| 10Y | +276.3% | +278.6% | -2.3% | +83.8% |
| All | +527.1% | +494.7% | +32.4% | +129.5% |
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 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