+69.6%
LSCC vs LDOS
-27.6%
+97.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.5% |
| 7D | +3.0% | -2.8% | +5.8% | +2.3% |
| 30D | -19.3% | +13.6% | -32.9% | -17.0% |
| 3M | -22.3% | +4.2% | -26.5% | -21.0% |
| 6M | -14.6% | -8.2% | -6.4% | -13.4% |
| YTD | +45.8% | -24.1% | +69.9% | +33.5% |
| 1Y | +69.6% | -31.2% | +100.8% | +64.2% |
| All | +69.6% | -27.6% | +97.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling