+266.4%
AG vs LDOS
+39.7%
+226.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | +1.0% | -5.4% | +6.4% | +1.9% |
| 30D | +19.2% | +4.9% | +14.3% | +18.1% |
| 3M | +6.2% | +7.2% | -1.0% | +4.5% |
| 6M | -26.7% | -24.2% | -2.4% | -22.5% |
| YTD | +26.1% | -25.8% | +51.9% | +33.5% |
| 1Y | +131.7% | -24.7% | +156.4% | +144.8% |
| All | +266.4% | +39.7% | +226.7% | +294.5% |
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 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