+685.9%
PSA vs LDOS
+509.1%
+176.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +7.4% | -3.7% | +11.1% | +8.6% |
| 30D | +19.1% | +16.4% | +2.7% | +13.4% |
| 3M | +5.1% | +7.4% | -2.3% | +2.2% |
| 6M | +16.2% | -0.3% | +16.5% | +15.2% |
| YTD | +35.2% | -24.0% | +59.2% | +44.7% |
| 1Y | +27.1% | -29.6% | +56.7% | +39.5% |
| 3Y | +51.7% | +35.1% | +16.6% | +29.5% |
| 5Y | +31.8% | +52.9% | -21.1% | +5.9% |
| 10Y | +148.0% | +262.2% | -114.3% | +35.9% |
| All | +685.9% | +509.1% | +176.8% | +221.7% |
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 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