+1,844.9%
PWR vs LDOS
+228.4%
+1,616.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +19.1% | -3.5% | +22.5% | +20.5% |
| 30D | -12.0% | +9.5% | -21.5% | -15.6% |
| 3M | -10.6% | -6.3% | -4.3% | -9.4% |
| 6M | -20.8% | +2.8% | -23.6% | -23.5% |
| YTD | +43.7% | -26.6% | +70.4% | +58.3% |
| 1Y | +35.0% | -31.3% | +66.3% | +53.2% |
| 3Y | +249.4% | +30.9% | +218.5% | +182.8% |
| 5Y | +422.1% | +49.4% | +372.7% | +288.0% |
| All | +1,844.9% | +228.4% | +1,616.5% | +910.3% |
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