+29.3%
LDOS vs SCCO
+169.0%
-139.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +8.2% | -17.4% | +25.7% | +9.1% |
| 3M | -8.2% | -11.7% | +3.5% | -8.0% |
| 6M | +5.8% | -12.1% | +18.0% | +5.8% |
| YTD | -27.0% | +20.9% | -47.8% | -29.5% |
| 1Y | -31.0% | +31.3% | -62.3% | -33.9% |
| 3Y | +29.3% | +170.3% | -141.0% | +16.8% |
| All | +29.3% | +169.0% | -139.7% | +16.8% |
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 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