+309.1%
PODD vs LDOS
+248.5%
+60.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.3% |
| 7D | -2.1% | -7.2% | +5.1% | +0.5% |
| 30D | +9.0% | +16.8% | -7.8% | +2.9% |
| 3M | +5.2% | -1.6% | +6.8% | +5.5% |
| 6M | -3.2% | -1.0% | -2.2% | -3.4% |
| YTD | -48.5% | -25.8% | -22.7% | -43.5% |
| 1Y | -54.7% | -31.1% | -23.6% | -48.9% |
| 3Y | -7.8% | +32.8% | -40.6% | -22.2% |
| 5Y | -52.4% | +49.4% | -101.8% | -62.3% |
| All | +309.1% | +248.5% | +60.7% | +100.4% |
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