+498.1%
LDOS vs SCCO
+2,847.9%
-2,349.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.4% | -5.3% | -0.1% | -4.5% |
| 30D | +4.9% | +2.7% | +2.2% | +4.1% |
| 3M | +7.2% | +4.2% | +3.0% | +5.5% |
| 6M | -24.2% | -0.6% | -23.6% | -25.4% |
| YTD | -25.8% | +45.0% | -70.8% | -32.4% |
| 1Y | -24.7% | +109.3% | -134.0% | -36.4% |
| 3Y | +39.3% | +180.8% | -141.5% | +8.2% |
| 5Y | +43.3% | +314.3% | -271.0% | +0.2% |
| 10Y | +278.6% | +1,083.3% | -804.7% | +106.5% |
| All | +498.1% | +2,847.9% | -2,349.8% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling