+465.0%
PPG vs LDOS
+500.4%
-35.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +21.2% | +10.1% | +11.1% | +16.8% |
| 3M | +8.2% | -4.7% | +12.9% | +9.6% |
| 6M | +17.2% | +5.6% | +11.6% | +13.5% |
| YTD | +25.0% | -25.1% | +50.1% | +35.9% |
| 1Y | +33.5% | -31.7% | +65.2% | +50.4% |
| 3Y | +4.2% | +33.7% | -29.5% | -13.3% |
| 5Y | -12.7% | +54.4% | -67.0% | -33.1% |
| 10Y | +58.0% | +236.4% | -178.5% | -16.9% |
| All | +465.0% | +500.4% | -35.4% | +109.0% |
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