+49.1%
PPL vs LDOS
+52.0%
-2.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +1.5% |
| 30D | +6.8% | +16.4% | -9.6% | +4.6% |
| 3M | +3.9% | +7.4% | -3.6% | +2.6% |
| 6M | -2.0% | -0.3% | -1.7% | -2.4% |
| YTD | +5.3% | -24.0% | +29.3% | +8.8% |
| 1Y | +2.2% | -29.6% | +31.8% | +7.0% |
| 3Y | +56.7% | +35.1% | +21.6% | +38.2% |
| 5Y | +49.1% | +52.9% | -3.8% | +30.6% |
| All | +49.1% | +52.0% | -2.9% | +30.6% |
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