+89.8%
LSCC vs LDOS
+35.2%
+54.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | +3.0% | -2.8% | +5.8% | +3.0% |
| 30D | -19.3% | +13.6% | -32.9% | -20.9% |
| 3M | -22.3% | +4.2% | -26.5% | -23.1% |
| 6M | -14.6% | -8.2% | -6.4% | -12.3% |
| YTD | +45.8% | -24.1% | +69.9% | +53.5% |
| 1Y | +69.6% | -31.2% | +100.8% | +86.4% |
| All | +89.8% | +35.2% | +54.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling