+101.0%
PSA vs LDOS
+278.0%
-177.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.7% | -5.4% | +1.7% | -2.4% |
| 30D | -7.7% | +4.9% | -12.6% | -8.9% |
| 3M | -0.6% | +7.2% | -7.8% | -2.7% |
| 6M | -0.9% | -24.2% | +23.3% | +5.3% |
| YTD | +18.7% | -25.8% | +44.5% | +26.0% |
| 1Y | +7.6% | -24.7% | +32.4% | +13.7% |
| 3Y | +23.7% | +39.3% | -15.6% | +7.6% |
| 5Y | +13.7% | +43.3% | -29.6% | -3.0% |
| All | +101.0% | +278.0% | -177.0% | +42.7% |
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