+6.9%
PCOR vs LDOS
-27.6%
+34.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.7% | +19.0% | +19.3% |
| 7D | +21.8% | -2.8% | +24.6% | +23.4% |
| 30D | +39.5% | +13.6% | +25.9% | +29.5% |
| 3M | +35.2% | +4.2% | +31.0% | +31.9% |
| 6M | +21.7% | -8.2% | +29.9% | +28.3% |
| YTD | +3.9% | -24.1% | +28.0% | +19.5% |
| 1Y | +6.9% | -31.2% | +38.2% | +30.3% |
| All | +6.9% | -27.6% | +34.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling