+29.9%
PPG vs LDOS
-32.0%
+61.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +2.4% | -7.2% | +9.6% | +3.2% |
| 30D | +16.5% | +16.8% | -0.4% | +15.1% |
| 3M | +5.1% | -1.6% | +6.7% | +5.3% |
| 6M | +11.1% | -1.0% | +12.1% | +9.8% |
| YTD | +21.7% | -25.8% | +47.4% | +20.3% |
| All | +29.9% | -32.0% | +61.9% | +29.9% |
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