+99.9%
OSCR vs LDOS
+41.1%
+58.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +3.2% |
| 7D | +10.7% | -7.1% | +17.8% | +12.9% |
| 30D | +18.3% | -6.1% | +24.4% | +20.4% |
| 3M | +20.5% | +5.6% | +14.9% | +17.6% |
| 6M | +138.5% | -26.9% | +165.4% | +163.3% |
| YTD | +129.7% | -27.9% | +157.6% | +152.7% |
| 1Y | +62.8% | -26.8% | +89.6% | +78.7% |
| 3Y | +411.8% | +39.6% | +372.2% | +285.5% |
| 5Y | +99.9% | +39.4% | +60.6% | +47.6% |
| All | +99.9% | +41.1% | +58.9% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling