+1,642.9%
LSCC vs LDOS
+494.7%
+1,148.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.3% | -5.4% | +6.7% | +3.7% |
| 30D | -9.7% | +4.9% | -14.6% | -11.9% |
| 3M | -23.7% | +7.2% | -30.9% | -26.9% |
| 6M | +26.5% | -24.2% | +50.7% | +40.8% |
| YTD | +57.5% | -25.8% | +83.3% | +73.7% |
| 1Y | +75.7% | -24.7% | +100.4% | +91.7% |
| 3Y | +19.5% | +39.3% | -19.8% | -5.9% |
| 5Y | +83.8% | +43.3% | +40.5% | +38.1% |
| 10Y | +1,772.4% | +278.6% | +1,493.8% | +678.4% |
| All | +1,642.9% | +494.7% | +1,148.1% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling