+43.8%
LDOS vs SCCO
+193.6%
-149.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.4% | -5.3% | -0.1% | -5.1% |
| 30D | +4.9% | +2.7% | +2.2% | +4.6% |
| 3M | +7.2% | +4.2% | +3.0% | +6.5% |
| 6M | -24.2% | -0.6% | -23.6% | -24.5% |
| YTD | -25.8% | +45.0% | -70.8% | -29.0% |
| 1Y | -24.7% | +109.3% | -134.0% | -30.5% |
| All | +43.8% | +193.6% | -149.8% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling