+662.8%
PCAR vs LDOS
+508.5%
+154.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +3.7% | -2.8% | +6.5% | +4.8% |
| 30D | -2.9% | +13.6% | -16.5% | -8.3% |
| 3M | -21.7% | +4.2% | -25.9% | -23.7% |
| 6M | -6.6% | -8.2% | +1.6% | -4.8% |
| YTD | -2.2% | -24.1% | +21.8% | +6.7% |
| 1Y | +12.2% | -31.2% | +43.5% | +27.9% |
| 3Y | +36.5% | +35.0% | +1.5% | +10.4% |
| 5Y | +113.5% | +52.6% | +60.9% | +58.8% |
| 10Y | +319.4% | +261.9% | +57.6% | +88.7% |
| All | +662.8% | +508.5% | +154.3% | +136.2% |
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