-7.7%
OSCR vs LDOS
+59.5%
-67.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.4% |
| 7D | -8.8% | -1.3% | -7.4% | -8.3% |
| 30D | -5.6% | +10.1% | -15.7% | -8.3% |
| 3M | +14.8% | -4.7% | +19.5% | +16.0% |
| 6M | +46.0% | +5.6% | +40.4% | +42.3% |
| YTD | +123.5% | -25.1% | +148.5% | +141.8% |
| 1Y | +116.2% | -31.7% | +147.9% | +141.4% |
| 3Y | +351.6% | +33.7% | +317.9% | +259.4% |
| 5Y | +157.5% | +54.4% | +103.1% | +88.7% |
| All | -7.7% | +59.5% | -67.2% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling