+113.9%
PNR vs LDOS
+248.5%
-134.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.5% |
| 7D | +2.8% | -7.2% | +10.0% | +5.8% |
| 30D | +31.2% | +16.8% | +14.3% | +23.1% |
| 3M | -2.1% | -1.6% | -0.5% | -1.8% |
| 6M | -14.0% | -1.0% | -13.0% | -14.5% |
| YTD | -33.6% | -25.8% | -7.8% | -26.9% |
| 1Y | -35.2% | -31.1% | -4.1% | -26.3% |
| 3Y | +15.8% | +32.8% | -17.0% | -6.1% |
| 5Y | -1.8% | +49.4% | -51.2% | -27.2% |
| All | +113.9% | +248.5% | -134.6% | +10.7% |
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 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