+61.1%
PPL vs LDOS
+256.7%
-195.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | +6.8% | +16.4% | -9.6% | +2.2% |
| 3M | +3.9% | +7.4% | -3.6% | +1.2% |
| 6M | -2.0% | -0.3% | -1.7% | -2.8% |
| YTD | +5.3% | -24.0% | +29.3% | +12.1% |
| 1Y | +2.2% | -29.6% | +31.8% | +11.4% |
| 3Y | +56.7% | +35.1% | +21.6% | +31.0% |
| 5Y | +49.1% | +52.9% | -3.8% | +16.1% |
| All | +61.1% | +256.7% | -195.5% | +22.1% |
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