-14.1%
PCOR vs LDOS
+42.3%
-56.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.7% | +19.0% | +19.4% |
| 7D | +21.8% | -2.8% | +24.6% | +23.0% |
| 30D | +39.5% | +13.6% | +25.9% | +32.6% |
| 3M | +35.2% | +4.2% | +31.0% | +32.9% |
| 6M | +21.7% | -8.2% | +29.9% | +24.9% |
| YTD | +3.9% | -24.1% | +28.0% | +13.4% |
| 1Y | +6.9% | -31.2% | +38.2% | +20.2% |
| 3Y | +44.8% | +35.0% | +9.8% | +33.6% |
| 5Y | -21.9% | +52.6% | -74.6% | -31.4% |
| All | -14.1% | +42.3% | -56.4% | -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 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