+354.9%
PWR vs LDOS
+49.1%
+305.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.8% |
| 7D | -12.9% | -7.2% | -5.7% | -11.5% |
| 30D | -22.8% | +16.8% | -39.7% | -26.3% |
| 3M | -19.0% | -1.6% | -17.4% | -19.2% |
| 6M | -31.1% | -1.0% | -30.1% | -31.4% |
| YTD | +28.2% | -25.8% | +54.0% | +39.3% |
| 1Y | +22.2% | -31.1% | +53.3% | +36.6% |
| 3Y | +222.1% | +32.8% | +189.3% | +165.0% |
| All | +354.9% | +49.1% | +305.7% | +259.5% |
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