+65.7%
AG vs LDOS
+226.9%
-161.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -10.0% | -1.6% | -8.3% | -9.7% |
| 30D | -10.5% | +8.2% | -18.7% | -12.0% |
| 3M | -27.3% | -8.2% | -19.1% | -26.3% |
| 6M | -43.0% | +5.8% | -48.8% | -44.1% |
| YTD | -17.9% | -27.0% | +9.1% | -13.0% |
| 1Y | +11.9% | -31.0% | +42.9% | +19.9% |
| 3Y | +201.8% | +29.3% | +172.5% | +178.7% |
| 5Y | -0.1% | +48.7% | -48.8% | -11.0% |
| All | +65.7% | +226.9% | -161.2% | +35.5% |
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 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