+56.9%
PPL vs LDOS
+35.2%
+21.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +1.8% | -2.8% | +4.6% | +2.0% |
| 30D | +8.4% | +13.6% | -5.2% | +7.5% |
| 3M | +2.4% | +4.2% | -1.8% | +2.0% |
| 6M | -4.0% | -8.2% | +4.3% | -3.7% |
| YTD | +4.5% | -24.1% | +28.5% | +5.9% |
| 1Y | +1.7% | -31.2% | +32.9% | +4.1% |
| All | +56.9% | +35.2% | +21.6% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling