+463.2%
PPG vs LDOS
+508.8%
-45.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.5% |
| 7D | +0.3% | -5.8% | +6.2% | +2.6% |
| 30D | +20.5% | +11.6% | +9.0% | +15.6% |
| 3M | +5.3% | -1.0% | +6.3% | +5.2% |
| 6M | +15.8% | +5.1% | +10.7% | +12.4% |
| YTD | +24.6% | -24.0% | +48.6% | +34.8% |
| 1Y | +33.6% | -30.3% | +63.9% | +49.4% |
| 3Y | +5.0% | +37.0% | -31.9% | -13.4% |
| 5Y | -14.0% | +53.4% | -67.3% | -33.9% |
| 10Y | +58.2% | +252.0% | -193.7% | -18.3% |
| All | +463.2% | +508.8% | -45.6% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling