+6.3%
PCAR vs LDOS
-31.2%
+37.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | +0.1% | -7.2% | +7.3% | +0.6% |
| 30D | -4.6% | +16.8% | -21.4% | -5.7% |
| 3M | -22.6% | -1.6% | -21.0% | -22.8% |
| 6M | -12.0% | -1.0% | -11.0% | -12.2% |
| YTD | -6.1% | -25.8% | +19.7% | -6.5% |
| 1Y | +6.3% | -31.1% | +37.4% | +7.8% |
| All | +6.3% | -31.2% | +37.5% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling