+404.2%
PWR vs LDOS
+51.2%
+353.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.0% | +8.8% |
| 7D | -4.8% | -5.8% | +1.0% | -3.6% |
| 30D | -16.2% | +11.6% | -27.8% | -18.8% |
| 3M | -11.9% | -1.0% | -11.0% | -12.2% |
| 6M | -20.6% | +5.1% | -25.6% | -22.3% |
| YTD | +40.3% | -24.0% | +64.3% | +51.6% |
| 1Y | +33.0% | -30.3% | +63.3% | +48.6% |
| 3Y | +250.0% | +37.0% | +213.0% | +185.6% |
| 5Y | +404.2% | +53.4% | +350.8% | +291.3% |
| All | +404.2% | +51.2% | +353.0% | +291.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling