+512.2%
LDOS vs SCCO
+2,536.7%
-2,024.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | +11.6% | -15.0% | +26.6% | +14.5% |
| 3M | -1.0% | -9.1% | +8.1% | -0.1% |
| 6M | +5.1% | -0.9% | +5.9% | +3.6% |
| YTD | -24.0% | +29.7% | -53.7% | -29.8% |
| 1Y | -30.3% | +38.2% | -68.4% | -36.4% |
| 3Y | +37.0% | +191.5% | -154.5% | +4.9% |
| 5Y | +53.4% | +281.7% | -228.4% | +8.4% |
| 10Y | +252.0% | +830.3% | -578.3% | +99.6% |
| All | +512.2% | +2,536.7% | -2,024.5% | +180.1% |
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