+796.0%
PCAR vs LDOS
+494.7%
+301.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -0.5% | -5.4% | +4.9% | +1.8% |
| 30D | -6.2% | +4.9% | -11.1% | -8.5% |
| 3M | +5.9% | +7.2% | -1.3% | +1.7% |
| 6M | +0.4% | -24.2% | +24.6% | +11.5% |
| YTD | +14.8% | -25.8% | +40.6% | +27.1% |
| 1Y | +30.1% | -24.7% | +54.8% | +42.7% |
| 3Y | +66.7% | +39.3% | +27.4% | +32.9% |
| 5Y | +166.1% | +43.3% | +122.8% | +104.4% |
| 10Y | +353.7% | +278.6% | +75.1% | +99.2% |
| All | +796.0% | +494.7% | +301.2% | +181.5% |
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 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