+35.0%
PCAR vs LDOS
+35.4%
-0.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.2% | -3.7% | +5.9% | +2.8% |
| 30D | -4.4% | +16.4% | -20.8% | -7.0% |
| 3M | -21.4% | +7.4% | -28.8% | -22.7% |
| 6M | -7.3% | -0.3% | -7.0% | -7.5% |
| YTD | -3.8% | -24.0% | +20.2% | +0.4% |
| 1Y | +6.3% | -29.6% | +35.9% | +13.1% |
| All | +35.0% | +35.4% | -0.3% | +29.1% |
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