+1.3%
PPL vs LDOS
-31.2%
+32.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +0.4% | -7.2% | +7.6% | +0.7% |
| 30D | +5.4% | +16.8% | -11.4% | +5.1% |
| 3M | +4.3% | -1.6% | +5.9% | +4.4% |
| 6M | -1.3% | -1.0% | -0.4% | -2.2% |
| YTD | +4.7% | -25.8% | +30.5% | +3.7% |
| 1Y | +1.3% | -31.1% | +32.3% | +0.7% |
| All | +1.3% | -31.2% | +32.5% | +0.7% |
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