-14.1%
PCOR vs LDOS
+42.4%
-56.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +23.7% | -3.7% | +27.4% | +25.3% |
| 30D | +39.0% | +16.4% | +22.6% | +30.9% |
| 3M | +35.8% | +7.4% | +28.3% | +32.0% |
| 6M | +38.2% | -0.3% | +38.6% | +37.4% |
| YTD | +3.9% | -24.0% | +27.9% | +13.3% |
| 1Y | +5.7% | -29.6% | +35.2% | +18.0% |
| 3Y | +44.8% | +35.1% | +9.7% | +33.5% |
| 5Y | -19.8% | +52.9% | -72.7% | -29.6% |
| All | -14.1% | +42.4% | -56.5% | -22.6% |
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