+1,112.1%
PSX vs LDOS
+764.0%
+348.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +4.5% | -5.4% | +10.0% | +6.6% |
| 30D | +26.6% | +4.9% | +21.7% | +24.2% |
| 3M | +39.3% | +7.2% | +32.1% | +34.6% |
| 6M | +56.8% | -24.2% | +81.1% | +72.0% |
| YTD | +101.8% | -25.8% | +127.6% | +121.1% |
| 1Y | +99.6% | -24.7% | +124.3% | +116.7% |
| 3Y | +140.3% | +39.3% | +101.1% | +94.9% |
| 5Y | +339.3% | +43.3% | +296.0% | +245.5% |
| 10Y | +369.9% | +278.6% | +91.3% | +175.3% |
| All | +1,112.1% | +764.0% | +348.1% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling