+26.0%
AG vs LDOS
-29.6%
+55.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.6% |
| 30D | -13.5% | +12.8% | -26.3% | -15.6% |
| 3M | -20.7% | -1.0% | -19.7% | -20.7% |
| 6M | -31.5% | +6.2% | -37.7% | -32.2% |
| YTD | -10.1% | -23.2% | +13.1% | +1.7% |
| 1Y | +26.0% | -29.5% | +55.5% | +47.2% |
| All | +26.0% | -29.6% | +55.6% | +47.2% |
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