+174.1%
PPL vs LDOS
+508.5%
-334.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.8% | -2.8% | +4.6% | +2.5% |
| 30D | +8.4% | +13.6% | -5.2% | +4.6% |
| 3M | +2.4% | +4.2% | -1.8% | +0.7% |
| 6M | -4.0% | -8.2% | +4.3% | -2.7% |
| YTD | +4.5% | -24.1% | +28.5% | +10.6% |
| 1Y | +1.7% | -31.2% | +32.9% | +10.7% |
| 3Y | +55.5% | +35.0% | +20.5% | +35.1% |
| 5Y | +47.0% | +52.6% | -5.6% | +21.1% |
| 10Y | +62.4% | +261.9% | -199.5% | +5.6% |
| All | +174.1% | +508.5% | -334.3% | +47.5% |
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