-8.7%
OSCR vs LDOS
+52.1%
-60.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | +4.7% | -4.2% | +8.9% | +5.9% |
| 30D | +14.8% | -7.9% | +22.7% | +17.4% |
| 3M | +16.7% | +4.1% | +12.6% | +14.4% |
| 6M | +127.5% | -28.2% | +155.7% | +151.8% |
| YTD | +121.0% | -28.5% | +149.6% | +143.0% |
| 1Y | +58.4% | -27.7% | +86.1% | +74.0% |
| 3Y | +392.4% | +38.4% | +354.0% | +282.9% |
| 5Y | +80.5% | +38.0% | +42.5% | +37.0% |
| All | -8.7% | +52.1% | -60.9% | -36.2% |
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 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