+79.3%
PR vs LDOS
+39.7%
+39.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.9% | -5.4% | +8.3% | +3.9% |
| 30D | +18.0% | +4.9% | +13.2% | +16.9% |
| 3M | +16.9% | +7.2% | +9.7% | +15.3% |
| 6M | +28.2% | -24.2% | +52.5% | +36.7% |
| YTD | +69.3% | -25.8% | +95.1% | +79.5% |
| 1Y | +69.5% | -24.7% | +94.2% | +78.7% |
| All | +79.3% | +39.7% | +39.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling