+1.0%
PPG vs LDOS
-26.7%
+27.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.2% |
| 7D | 0.0% | -7.1% | +7.2% | +0.7% |
| 30D | -7.8% | -6.1% | -1.7% | -7.2% |
| 3M | -2.2% | +5.6% | -7.8% | -3.3% |
| 6M | +4.1% | -26.9% | +31.1% | +4.7% |
| YTD | +9.1% | -27.9% | +37.0% | +9.0% |
| 1Y | +1.0% | -26.8% | +27.8% | -3.7% |
| All | +1.0% | -26.7% | +27.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling