+223.6%
AG vs LDOS
+35.4%
+188.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | -15.1% | +16.4% | -31.5% | -17.5% |
| 3M | -15.4% | +7.4% | -22.8% | -16.9% |
| 6M | -21.9% | -0.3% | -21.6% | -22.2% |
| YTD | -10.4% | -24.0% | +13.6% | -5.0% |
| 1Y | +39.8% | -29.6% | +69.4% | +50.2% |
| All | +223.6% | +35.4% | +188.2% | +174.3% |
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