+1,147.2%
LSCC vs LDOS
+256.7%
+890.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.6% |
| 7D | -4.8% | -3.7% | -1.1% | -4.1% |
| 30D | -27.1% | +16.4% | -43.5% | -30.8% |
| 3M | -23.6% | +7.4% | -31.0% | -26.3% |
| 6M | -19.8% | -0.3% | -19.5% | -21.0% |
| YTD | +33.2% | -24.0% | +57.2% | +41.5% |
| 1Y | +55.2% | -29.6% | +84.8% | +69.7% |
| 3Y | +70.1% | +35.1% | +35.0% | +42.5% |
| 5Y | +19.5% | +52.9% | -33.4% | -7.3% |
| All | +1,147.2% | +256.7% | +890.5% | +618.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling