+330.4%
PODD vs LDOS
+228.4%
+102.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | -4.4% | -3.5% | -0.9% | -3.1% |
| 30D | +8.1% | +9.5% | -1.5% | +4.4% |
| 3M | +2.9% | -6.3% | +9.2% | +5.1% |
| 6M | -5.7% | +2.8% | -8.5% | -7.2% |
| YTD | -47.5% | -26.6% | -20.8% | -42.2% |
| 1Y | -55.7% | -31.3% | -24.4% | -50.0% |
| 3Y | -3.7% | +30.9% | -34.7% | -18.4% |
| 5Y | -52.6% | +49.4% | -102.0% | -62.5% |
| All | +330.4% | +228.4% | +102.0% | +118.7% |
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