+14.8%
AGG vs LDOS
+260.1%
-245.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | +0.1% | -7.1% | +7.3% | +0.2% |
| 30D | -0.4% | -6.1% | +5.7% | -0.3% |
| 3M | -0.3% | +5.6% | -5.9% | -0.3% |
| 6M | -1.2% | -26.9% | +25.7% | -1.0% |
| YTD | -0.4% | -27.9% | +27.6% | -0.1% |
| 1Y | +0.4% | -26.8% | +27.2% | +0.6% |
| 3Y | +13.4% | +39.6% | -26.2% | +13.0% |
| 5Y | -1.4% | +39.4% | -40.8% | -1.8% |
| 10Y | +14.8% | +260.0% | -245.1% | +15.9% |
| All | +14.8% | +260.1% | -245.3% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling