-9.8%
PNR vs LDOS
+42.3%
-52.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.4% | -5.4% | +3.0% | -1.2% |
| 30D | -12.8% | +4.9% | -17.7% | -13.6% |
| 3M | -17.0% | +7.2% | -24.2% | -18.3% |
| 6M | -37.4% | -24.2% | -13.2% | -33.5% |
| YTD | -41.6% | -25.8% | -15.8% | -38.1% |
| 1Y | -44.6% | -24.7% | -19.9% | -41.7% |
| All | -9.8% | +42.3% | -52.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling