+32.8%
LDOS vs SCCO
+162.8%
-130.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -7.2% | -4.8% | -2.4% | -7.0% |
| 30D | +16.8% | -15.8% | +32.6% | +17.7% |
| 3M | -1.6% | -10.9% | +9.3% | -1.4% |
| 6M | -1.0% | -5.1% | +4.1% | -1.5% |
| YTD | -25.8% | +23.2% | -49.0% | -28.4% |
| 1Y | -31.1% | +30.7% | -61.8% | -33.9% |
| 3Y | +32.8% | +164.1% | -131.3% | +19.5% |
| All | +32.8% | +162.8% | -130.0% | +19.5% |
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