+39.4%
AG vs LDOS
-31.2%
+70.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | +6.3% | -7.2% | +13.5% | +7.6% |
| 30D | -8.9% | +16.8% | -25.8% | -11.8% |
| 3M | -12.2% | -1.6% | -10.6% | -12.3% |
| 6M | -28.3% | -1.0% | -27.3% | -27.5% |
| YTD | -8.8% | -25.8% | +16.9% | +4.0% |
| 1Y | +39.4% | -31.1% | +70.4% | +64.5% |
| All | +39.4% | -31.2% | +70.6% | +64.5% |
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 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