+132.7%
PSA vs LDOS
+262.7%
-130.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | +1.5% | -5.8% | +7.3% | +2.9% |
| 30D | +16.7% | +11.6% | +5.1% | +13.6% |
| 3M | +4.0% | -1.0% | +5.0% | +4.0% |
| 6M | +10.9% | +5.1% | +5.8% | +8.8% |
| YTD | +34.2% | -24.0% | +58.3% | +41.5% |
| 1Y | +26.6% | -30.3% | +56.9% | +36.5% |
| 3Y | +54.7% | +37.0% | +17.8% | +35.3% |
| 5Y | +30.0% | +53.4% | -23.3% | +8.9% |
| 10Y | +132.7% | +252.0% | -119.3% | +84.8% |
| All | +132.7% | +262.7% | -130.0% | +84.8% |
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 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