+28.4%
PPG vs LDOS
+258.9%
-230.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | -3.7% | -4.2% | +0.5% | -2.4% |
| 30D | -7.2% | -7.9% | +0.7% | -4.8% |
| 3M | -7.3% | +4.1% | -11.4% | -9.1% |
| 6M | +0.3% | -28.2% | +28.5% | +10.7% |
| YTD | +6.5% | -28.5% | +35.1% | +16.8% |
| 1Y | +0.5% | -27.7% | +28.2% | +9.5% |
| 3Y | -15.3% | +38.4% | -53.7% | -30.1% |
| 5Y | -22.9% | +38.0% | -60.9% | -37.7% |
| 10Y | +28.4% | +262.1% | -233.7% | -24.6% |
| All | +28.4% | +258.9% | -230.5% | -24.6% |
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