+368.4%
PSX vs LDOS
+278.0%
+90.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +4.5% | -5.4% | +10.0% | +6.8% |
| 30D | +26.6% | +4.9% | +21.7% | +23.9% |
| 3M | +39.3% | +7.2% | +32.1% | +34.2% |
| 6M | +56.8% | -24.2% | +81.1% | +74.2% |
| YTD | +101.8% | -25.8% | +127.6% | +123.7% |
| 1Y | +99.6% | -24.7% | +124.3% | +119.0% |
| 3Y | +140.3% | +39.3% | +101.1% | +84.3% |
| 5Y | +339.3% | +43.3% | +296.0% | +222.7% |
| All | +368.4% | +278.0% | +90.4% | +148.0% |
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