+260.0%
LDOS vs SCCO
+1,146.4%
-886.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.7% |
| 7D | -7.1% | +3.4% | -10.6% | -7.7% |
| 30D | -6.1% | +6.6% | -12.7% | -7.4% |
| 3M | +5.6% | +24.5% | -18.9% | +0.8% |
| 6M | -26.9% | +16.5% | -43.4% | -30.0% |
| YTD | -27.9% | +52.1% | -80.0% | -35.3% |
| 1Y | -26.8% | +114.2% | -141.0% | -39.1% |
| 3Y | +39.6% | +207.4% | -167.8% | +3.4% |
| 5Y | +39.4% | +353.7% | -314.4% | -10.1% |
| 10Y | +260.0% | +1,144.5% | -884.6% | +63.8% |
| All | +260.0% | +1,146.4% | -886.5% | +63.8% |
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