+39.4%
PPL vs LDOS
+43.9%
-4.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | -5.4% | +8.1% | +3.5% |
| 30D | +0.5% | +4.9% | -4.4% | -0.3% |
| 3M | +0.7% | +7.2% | -6.5% | -0.7% |
| 6M | -7.6% | -24.2% | +16.7% | -4.0% |
| YTD | +1.8% | -25.8% | +27.6% | +5.7% |
| 1Y | -0.8% | -24.7% | +24.0% | +2.5% |
| 3Y | +56.9% | +39.3% | +17.6% | +37.0% |
| All | +39.4% | +43.9% | -4.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling