+1,826.8%
PWR vs LDOS
+248.5%
+1,578.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.1% |
| 7D | -12.9% | -7.2% | -5.7% | -10.7% |
| 30D | -22.8% | +16.8% | -39.7% | -27.9% |
| 3M | -19.0% | -1.6% | -17.4% | -19.5% |
| 6M | -31.1% | -1.0% | -30.1% | -32.3% |
| YTD | +28.2% | -25.8% | +54.0% | +40.7% |
| 1Y | +22.2% | -31.1% | +53.3% | +38.7% |
| 3Y | +222.1% | +32.8% | +189.3% | +159.1% |
| 5Y | +364.1% | +49.4% | +314.7% | +244.9% |
| All | +1,826.8% | +248.5% | +1,578.3% | +779.8% |
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 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