+345.8%
PSX vs LDOS
+262.7%
+83.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.1% |
| 7D | -8.0% | -5.8% | -2.2% | -5.9% |
| 30D | -9.0% | +11.6% | -20.6% | -13.1% |
| 3M | +24.7% | -1.0% | +25.7% | +24.5% |
| 6M | +49.3% | +5.1% | +44.3% | +44.3% |
| YTD | +100.2% | -24.0% | +124.2% | +118.8% |
| 1Y | +88.8% | -30.3% | +119.1% | +114.5% |
| 3Y | +152.5% | +37.0% | +115.5% | +95.1% |
| 5Y | +283.2% | +53.4% | +229.8% | +170.2% |
| 10Y | +345.8% | +252.0% | +93.9% | +175.7% |
| All | +345.8% | +262.7% | +83.1% | +175.7% |
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 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