+99.6%
PSX vs LDOS
-24.0%
+123.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +4.5% | -5.4% | +10.0% | +5.0% |
| 30D | +26.6% | +4.9% | +21.7% | +26.2% |
| 3M | +39.3% | +7.2% | +32.1% | +39.7% |
| 6M | +56.8% | -24.2% | +81.1% | +63.1% |
| YTD | +101.8% | -25.8% | +127.6% | +106.3% |
| 1Y | +99.6% | -24.7% | +124.3% | +112.9% |
| All | +99.6% | -24.0% | +123.6% | +112.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling