+203.2%
PWR vs LDOS
+35.4%
+167.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.1% | -12.4% | -12.3% |
| 7D | -19.9% | -3.7% | -16.2% | -19.6% |
| 30D | -29.3% | +16.4% | -45.6% | -31.1% |
| 3M | -25.5% | +7.4% | -32.9% | -26.6% |
| 6M | -34.0% | -0.3% | -33.7% | -33.5% |
| YTD | +20.7% | -24.0% | +44.7% | +29.8% |
| 1Y | +12.3% | -29.6% | +41.9% | +23.9% |
| All | +203.2% | +35.4% | +167.8% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling