+236.4%
LDOS vs SCCO
+681.3%
-444.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.7% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +10.1% | -16.5% | +26.6% | +13.2% |
| 3M | -4.7% | -10.4% | +5.7% | -3.7% |
| 6M | +5.6% | -2.8% | +8.3% | +4.3% |
| YTD | -25.1% | +27.2% | -52.3% | -31.0% |
| 1Y | -31.7% | +33.6% | -65.3% | -37.8% |
| 3Y | +33.7% | +182.4% | -148.7% | -0.9% |
| 5Y | +54.4% | +262.8% | -208.4% | +3.3% |
| 10Y | +236.4% | +724.4% | -488.0% | +64.2% |
| All | +236.4% | +681.3% | -444.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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