+287.4%
AG vs LDOS
+491.7%
-204.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.0% |
| 30D | -15.1% | +16.4% | -31.5% | -18.6% |
| 3M | -15.4% | +7.4% | -22.8% | -17.5% |
| 6M | -21.9% | -0.3% | -21.6% | -22.8% |
| YTD | -10.4% | -24.0% | +13.6% | -4.8% |
| 1Y | +39.8% | -29.6% | +69.4% | +51.7% |
| 3Y | +209.5% | +35.1% | +174.4% | +174.5% |
| 5Y | +12.5% | +52.9% | -40.4% | -4.9% |
| 10Y | +79.5% | +262.2% | -182.8% | +9.7% |
| All | +287.4% | +491.7% | -204.3% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling