+86.9%
AG vs LDOS
+241.3%
-154.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | -13.1% | +10.1% | -23.2% | -14.9% |
| 3M | -22.0% | -4.7% | -17.4% | -21.6% |
| 6M | -37.3% | +5.6% | -42.8% | -38.5% |
| YTD | -11.2% | -25.1% | +13.9% | -6.4% |
| 1Y | +23.9% | -31.7% | +55.6% | +33.1% |
| 3Y | +225.1% | +33.7% | +191.4% | +198.0% |
| 5Y | +7.7% | +54.4% | -46.6% | -4.8% |
| 10Y | +86.9% | +236.4% | -149.5% | +44.9% |
| All | +86.9% | +241.3% | -154.4% | +44.9% |
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