+62.1%
PR vs LDOS
+256.7%
-194.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -16.5% | -3.7% | -12.8% | -15.5% |
| 30D | -4.5% | +16.4% | -20.9% | -9.8% |
| 3M | +8.5% | +7.4% | +1.1% | +5.1% |
| 6M | -3.3% | -0.3% | -3.0% | -4.4% |
| YTD | +55.7% | -24.0% | +79.7% | +68.7% |
| 1Y | +82.0% | -29.6% | +111.6% | +103.4% |
| 3Y | +62.5% | +35.1% | +27.3% | +32.1% |
| 5Y | +223.9% | +52.9% | +171.0% | +148.7% |
| All | +62.1% | +256.7% | -194.6% | +7.6% |
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 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