+75.5%
OSCR vs LDOS
-24.0%
+99.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.8% | -5.4% | +11.3% | +7.1% |
| 30D | +7.1% | +4.9% | +2.2% | +5.9% |
| 3M | +36.7% | +7.2% | +29.5% | +34.7% |
| 6M | +114.3% | -24.2% | +138.5% | +144.3% |
| YTD | +124.4% | -25.8% | +150.2% | +146.2% |
| 1Y | +75.5% | -24.7% | +100.2% | +96.0% |
| All | +75.5% | -24.0% | +99.5% | +96.0% |
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 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