+58.4%
OSCR vs LDOS
-27.4%
+85.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.6% |
| 7D | +4.7% | -4.2% | +8.9% | +5.7% |
| 30D | +14.8% | -7.9% | +22.7% | +16.9% |
| 3M | +16.7% | +4.1% | +12.6% | +15.6% |
| 6M | +127.5% | -28.2% | +155.7% | +162.9% |
| YTD | +121.0% | -28.5% | +149.6% | +144.1% |
| 1Y | +58.4% | -27.7% | +86.1% | +70.1% |
| All | +58.4% | -27.4% | +85.8% | +70.1% |
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