+16.8%
AGG vs LDOS
+228.4%
-211.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.6% |
| 7D | -1.4% | -3.5% | +2.0% | -1.4% |
| 30D | +0.9% | +9.5% | -8.6% | +0.8% |
| 3M | -1.2% | -6.3% | +5.1% | -1.2% |
| 6M | -1.4% | +2.8% | -4.2% | -1.5% |
| YTD | -1.4% | -26.6% | +25.3% | -1.2% |
| 1Y | -1.3% | -31.3% | +30.0% | -1.0% |
| 3Y | +13.8% | +30.9% | -17.2% | +13.4% |
| 5Y | -1.6% | +49.4% | -50.9% | -2.0% |
| All | +16.8% | +228.4% | -211.6% | +17.0% |
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