+480.8%
PNC vs LDOS
+495.0%
-14.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | -1.1% | -7.2% | +6.1% | +2.0% |
| 30D | +4.5% | +16.8% | -12.4% | -2.4% |
| 3M | -10.0% | -1.6% | -8.4% | -10.0% |
| 6M | +3.1% | -1.0% | +4.1% | +1.8% |
| YTD | +11.5% | -25.8% | +37.3% | +23.1% |
| 1Y | +27.3% | -31.1% | +58.4% | +45.1% |
| 3Y | +106.4% | +32.8% | +73.6% | +68.5% |
| 5Y | +31.1% | +49.4% | -18.2% | -1.2% |
| 10Y | +231.3% | +253.9% | -22.6% | +66.4% |
| All | +480.8% | +495.0% | -14.2% | +111.6% |
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