+589.9%
PSA vs LDOS
+494.7%
+95.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -3.7% | -5.4% | +1.7% | -2.0% |
| 30D | -7.7% | +4.9% | -12.6% | -9.3% |
| 3M | -0.6% | +7.2% | -7.8% | -3.4% |
| 6M | -0.9% | -24.2% | +23.3% | +7.3% |
| YTD | +18.7% | -25.8% | +44.5% | +28.3% |
| 1Y | +7.6% | -24.7% | +32.4% | +15.5% |
| 3Y | +23.7% | +39.3% | -15.6% | +4.5% |
| 5Y | +13.7% | +43.3% | -29.6% | -6.6% |
| 10Y | +98.9% | +278.6% | -179.7% | +6.9% |
| All | +589.9% | +494.7% | +95.2% | +185.3% |
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