+8.7%
AG vs LDOS
+54.3%
-45.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.5% |
| 30D | -13.5% | +12.8% | -26.3% | -16.0% |
| 3M | -20.7% | -1.0% | -19.7% | -20.8% |
| 6M | -31.5% | +6.2% | -37.7% | -33.1% |
| YTD | -10.1% | -23.2% | +13.1% | -4.5% |
| 1Y | +26.0% | -29.5% | +55.5% | +36.6% |
| 3Y | +228.9% | +37.1% | +191.8% | +185.4% |
| 5Y | +8.7% | +55.6% | -46.9% | -10.8% |
| All | +8.7% | +54.3% | -45.6% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling