+138.5%
PSA vs LDOS
+248.5%
-110.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +3.9% | -7.2% | +11.1% | +5.7% |
| 30D | +19.7% | +16.8% | +2.8% | +15.2% |
| 3M | +4.3% | -1.6% | +5.8% | +4.4% |
| 6M | +11.4% | -1.0% | +12.3% | +10.9% |
| YTD | +33.9% | -25.8% | +59.7% | +42.0% |
| 1Y | +28.3% | -31.1% | +59.4% | +38.6% |
| 3Y | +53.5% | +32.8% | +20.7% | +35.3% |
| 5Y | +30.6% | +49.4% | -18.8% | +10.1% |
| All | +138.5% | +248.5% | -110.0% | +89.5% |
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