+345.0%
PSX vs LDOS
+43.9%
+301.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +4.5% | -5.4% | +10.0% | +5.8% |
| 30D | +26.6% | +4.9% | +21.7% | +25.2% |
| 3M | +39.3% | +7.2% | +32.1% | +36.9% |
| 6M | +56.8% | -24.2% | +81.1% | +67.4% |
| YTD | +101.8% | -25.8% | +127.6% | +115.1% |
| 1Y | +99.6% | -24.7% | +124.3% | +111.4% |
| 3Y | +140.3% | +39.3% | +101.1% | +96.6% |
| All | +345.0% | +43.9% | +301.1% | +253.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling