+65.2%
PR vs LDOS
+248.5%
-183.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.7% |
| 7D | -16.4% | -7.2% | -9.2% | -14.3% |
| 30D | -1.9% | +16.8% | -18.7% | -7.5% |
| 3M | +8.0% | -1.6% | +9.5% | +7.9% |
| 6M | +4.1% | -1.0% | +5.1% | +3.0% |
| YTD | +58.7% | -25.8% | +84.5% | +73.3% |
| 1Y | +75.8% | -31.1% | +106.9% | +97.9% |
| 3Y | +73.2% | +32.8% | +40.4% | +41.5% |
| 5Y | +230.1% | +49.4% | +180.8% | +155.5% |
| All | +65.2% | +248.5% | -183.3% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling