+54.5%
PPG vs LDOS
+226.9%
-172.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.7% | -1.6% | +2.4% | +1.3% |
| 30D | +17.6% | +8.2% | +9.3% | +14.6% |
| 3M | +7.5% | -8.2% | +15.6% | +10.0% |
| 6M | +17.6% | +5.8% | +11.8% | +14.4% |
| YTD | +22.6% | -27.0% | +49.5% | +33.1% |
| 1Y | +28.0% | -31.0% | +59.0% | +41.8% |
| 3Y | +1.8% | +29.3% | -27.5% | -13.8% |
| 5Y | -15.5% | +48.7% | -64.2% | -33.9% |
| All | +54.5% | +226.9% | -172.5% | -3.1% |
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