+321.1%
PODD vs LDOS
+262.7%
+58.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | +1.4% |
| 7D | -2.5% | -5.8% | +3.4% | -0.4% |
| 30D | +10.7% | +11.6% | -0.8% | +6.3% |
| 3M | +6.1% | -1.0% | +7.1% | +6.3% |
| 6M | -2.8% | +5.1% | -7.9% | -5.1% |
| YTD | -47.3% | -24.0% | -23.2% | -42.7% |
| 1Y | -53.2% | -30.3% | -22.9% | -47.4% |
| 3Y | -2.0% | +37.0% | -39.0% | -18.2% |
| 5Y | -52.9% | +53.4% | -106.3% | -63.1% |
| 10Y | +321.1% | +252.0% | +69.1% | +109.5% |
| All | +321.1% | +262.7% | +58.4% | +109.5% |
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