+167.2%
PPL vs LDOS
+494.7%
-327.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | -5.4% | +8.1% | +4.2% |
| 30D | +0.5% | +4.9% | -4.4% | -1.1% |
| 3M | +0.7% | +7.2% | -6.5% | -1.9% |
| 6M | -7.6% | -24.2% | +16.7% | -1.1% |
| YTD | +1.8% | -25.8% | +27.6% | +8.8% |
| 1Y | -0.8% | -24.7% | +24.0% | +5.3% |
| 3Y | +56.9% | +39.3% | +17.6% | +35.1% |
| 5Y | +39.5% | +43.3% | -3.8% | +17.2% |
| 10Y | +55.4% | +278.6% | -223.2% | +0.2% |
| All | +167.2% | +494.7% | -327.5% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling