+445.6%
AG vs LDOS
+477.8%
-32.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +1.0% | -5.4% | +6.4% | +2.4% |
| 30D | +19.2% | +4.9% | +14.3% | +17.4% |
| 3M | +6.2% | +7.2% | -1.0% | +3.5% |
| 6M | -26.7% | -24.2% | -2.4% | -21.6% |
| YTD | +26.1% | -25.8% | +51.9% | +35.5% |
| 1Y | +131.7% | -24.7% | +156.4% | +147.5% |
| 3Y | +255.3% | +39.3% | +216.1% | +212.4% |
| 5Y | +61.9% | +43.3% | +18.6% | +39.7% |
| 10Y | +72.0% | +278.6% | -206.5% | +3.8% |
| All | +445.6% | +477.8% | -32.2% | +137.2% |
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 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