+133.4%
PSX vs LDOS
+35.4%
+98.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.9% |
| 7D | -9.7% | -3.7% | -6.0% | -9.4% |
| 30D | -8.4% | +16.4% | -24.8% | -9.9% |
| 3M | +22.6% | +7.4% | +15.2% | +21.6% |
| 6M | +38.8% | -0.3% | +39.1% | +39.2% |
| YTD | +95.5% | -24.0% | +119.5% | +101.6% |
| 1Y | +87.1% | -29.6% | +116.7% | +95.1% |
| All | +133.4% | +35.4% | +98.0% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling