+132.2%
PSX vs LDOS
+32.3%
+99.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -13.1% | -7.2% | -5.9% | -12.5% |
| 30D | -9.5% | +16.8% | -26.4% | -11.0% |
| 3M | +20.2% | -1.6% | +21.8% | +20.3% |
| 6M | +44.9% | -1.0% | +45.9% | +45.4% |
| YTD | +94.4% | -25.8% | +120.2% | +101.0% |
| 1Y | +83.1% | -31.1% | +114.2% | +91.2% |
| 3Y | +132.2% | +32.8% | +99.4% | +109.2% |
| All | +132.2% | +32.3% | +99.9% | +109.2% |
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