+498.3%
LDOS vs SCCO
+2,405.7%
-1,907.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -7.2% | -4.8% | -2.4% | -6.4% |
| 30D | +16.8% | -15.8% | +32.6% | +20.1% |
| 3M | -1.6% | -10.9% | +9.3% | -0.3% |
| 6M | -1.0% | -5.1% | +4.1% | -1.6% |
| YTD | -25.8% | +23.2% | -49.0% | -30.8% |
| 1Y | -31.1% | +30.7% | -61.8% | -36.5% |
| 3Y | +32.8% | +164.1% | -131.3% | +3.6% |
| 5Y | +49.4% | +271.3% | -221.9% | +6.0% |
| 10Y | +253.9% | +860.5% | -606.7% | +99.4% |
| All | +498.3% | +2,405.7% | -1,907.3% | +176.2% |
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