+391.5%
PNR vs LDOS
+495.0%
-103.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.4% |
| 7D | +2.8% | -7.2% | +10.0% | +5.9% |
| 30D | +31.2% | +16.8% | +14.3% | +23.0% |
| 3M | -2.1% | -1.6% | -0.5% | -1.8% |
| 6M | -14.0% | -1.0% | -13.0% | -14.7% |
| YTD | -33.6% | -25.8% | -7.8% | -27.0% |
| 1Y | -35.2% | -31.1% | -4.1% | -26.5% |
| 3Y | +15.8% | +32.8% | -17.0% | -3.8% |
| 5Y | -1.8% | +49.4% | -51.2% | -24.6% |
| 10Y | +117.0% | +253.9% | -136.9% | +12.7% |
| All | +391.5% | +495.0% | -103.5% | +88.9% |
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