+67.5%
PNR vs LDOS
+258.9%
-191.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -3.9% | -4.2% | +0.3% | -2.2% |
| 30D | -13.8% | -7.9% | -5.9% | -10.9% |
| 3M | -22.5% | +4.1% | -26.6% | -24.3% |
| 6M | -37.2% | -28.2% | -9.0% | -28.8% |
| YTD | -44.2% | -28.5% | -15.7% | -37.4% |
| 1Y | -46.6% | -27.7% | -19.0% | -40.6% |
| 3Y | -12.5% | +38.4% | -50.9% | -30.5% |
| 5Y | -19.3% | +38.0% | -57.3% | -37.8% |
| 10Y | +67.5% | +262.1% | -194.6% | -17.5% |
| All | +67.5% | +258.9% | -191.5% | -17.5% |
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 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