-3.8%
OSCR vs LDOS
+63.5%
-67.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.8% |
| 7D | +3.3% | +1.9% | +1.4% | +2.8% |
| 30D | +0.3% | +12.8% | -12.5% | -3.2% |
| 3M | +21.0% | -1.0% | +22.0% | +20.9% |
| 6M | +57.1% | +6.2% | +50.9% | +53.0% |
| YTD | +132.9% | -23.2% | +156.1% | +150.3% |
| 1Y | +129.1% | -29.5% | +158.6% | +153.4% |
| 3Y | +370.7% | +37.1% | +333.7% | +272.0% |
| 5Y | +102.6% | +55.6% | +47.0% | +48.5% |
| All | -3.8% | +63.5% | -67.3% | -34.3% |
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