+1,796.7%
PWR vs LDOS
+254.8%
+1,541.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -11.2% | +1.9% | -13.1% | -11.9% |
| 30D | -17.4% | +12.8% | -30.2% | -21.6% |
| 3M | -11.7% | -1.0% | -10.7% | -12.3% |
| 6M | -21.7% | +6.2% | -27.9% | -25.1% |
| YTD | +38.3% | -23.2% | +61.5% | +49.8% |
| 1Y | +29.6% | -29.5% | +59.1% | +46.0% |
| 3Y | +236.1% | +37.1% | +199.1% | +167.7% |
| 5Y | +406.3% | +55.6% | +350.7% | +271.1% |
| 10Y | +1,796.7% | +249.4% | +1,547.3% | +873.1% |
| All | +1,796.7% | +254.8% | +1,541.9% | +873.1% |
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