+201.8%
AG vs LDOS
+30.5%
+171.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -10.0% | -1.6% | -8.3% | -9.7% |
| 30D | -10.5% | +8.2% | -18.7% | -11.9% |
| 3M | -27.3% | -8.2% | -19.1% | -26.4% |
| 6M | -43.0% | +5.8% | -48.8% | -44.1% |
| YTD | -17.9% | -27.0% | +9.1% | -12.2% |
| 1Y | +11.9% | -31.0% | +42.9% | +20.8% |
| 3Y | +201.8% | +29.3% | +172.5% | +148.2% |
| All | +201.8% | +30.5% | +171.3% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling