+160.5%
PR vs LDOS
+325.3%
-164.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.3% | -6.8% |
| 7D | -12.1% | -2.8% | -9.3% | -11.3% |
| 30D | +0.9% | +13.6% | -12.7% | -3.6% |
| 3M | +10.1% | +4.2% | +5.9% | +8.0% |
| 6M | +1.1% | -8.2% | +9.3% | +3.0% |
| YTD | +63.7% | -24.1% | +87.7% | +76.6% |
| 1Y | +87.0% | -31.2% | +118.2% | +109.7% |
| 3Y | +70.7% | +35.0% | +35.8% | +41.1% |
| 5Y | +246.8% | +52.6% | +194.2% | +172.1% |
| 10Y | +72.6% | +261.9% | -189.3% | +33.1% |
| All | +160.5% | +325.3% | -164.8% | +105.1% |
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