+358.2%
PSX vs LDOS
+228.4%
+129.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.4% |
| 7D | +6.4% | -3.5% | +9.9% | +7.8% |
| 30D | -10.2% | +9.5% | -19.7% | -13.7% |
| 3M | +17.2% | -6.3% | +23.5% | +19.4% |
| 6M | +51.8% | +2.8% | +48.9% | +47.7% |
| YTD | +108.0% | -26.6% | +134.7% | +130.3% |
| 1Y | +96.1% | -31.3% | +127.4% | +123.6% |
| 3Y | +155.9% | +30.9% | +124.9% | +101.3% |
| 5Y | +306.9% | +49.4% | +257.5% | +189.2% |
| All | +358.2% | +228.4% | +129.8% | +177.1% |
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