+3,296.2%
PWR vs LDOS
+494.7%
+2,801.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +3.6% | -5.4% | +9.0% | +6.2% |
| 30D | -8.6% | +4.9% | -13.5% | -10.9% |
| 3M | -13.2% | +7.2% | -20.3% | -17.2% |
| 6M | +9.9% | -24.2% | +34.1% | +22.8% |
| YTD | +48.0% | -25.8% | +73.8% | +65.1% |
| 1Y | +66.2% | -24.7% | +90.9% | +83.8% |
| 3Y | +195.1% | +39.3% | +155.8% | +132.2% |
| 5Y | +442.6% | +43.3% | +399.2% | +311.9% |
| 10Y | +2,334.2% | +278.6% | +2,055.7% | +958.4% |
| All | +3,296.2% | +494.7% | +2,801.5% | +946.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling