+103.2%
PNR vs LDOS
+241.3%
-138.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +33.1% | +10.1% | +23.0% | +28.0% |
| 3M | +3.7% | -4.7% | +8.3% | +5.3% |
| 6M | -7.7% | +5.6% | -13.3% | -10.7% |
| YTD | -32.4% | -25.1% | -7.3% | -25.9% |
| 1Y | -35.0% | -31.7% | -3.3% | -25.7% |
| 3Y | +17.1% | +33.7% | -16.6% | -5.2% |
| 5Y | +0.1% | +54.4% | -54.2% | -26.9% |
| 10Y | +103.2% | +236.4% | -133.2% | +11.0% |
| All | +103.2% | +241.3% | -138.1% | +11.0% |
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