-34.1%
PCOR vs LDOS
+39.1%
-73.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | -9.0% | -5.4% | -3.6% | -7.1% |
| 30D | +4.2% | +4.9% | -0.7% | +2.3% |
| 3M | +14.4% | +7.2% | +7.2% | +11.0% |
| 6M | +0.2% | -24.2% | +24.4% | +9.9% |
| YTD | -20.3% | -25.8% | +5.6% | -12.1% |
| 1Y | -16.1% | -24.7% | +8.6% | -8.0% |
| 3Y | -14.7% | +39.3% | -54.0% | -21.7% |
| 5Y | -43.2% | +43.3% | -86.5% | -49.3% |
| All | -34.1% | +39.1% | -73.2% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling