+16.9%
AGG vs LDOS
+262.7%
-245.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.4% | -5.8% | +6.3% | +0.5% |
| 30D | +2.1% | +11.6% | -9.5% | +2.0% |
| 3M | -0.3% | -1.0% | +0.6% | -0.4% |
| 6M | -0.9% | +5.1% | -6.0% | -1.0% |
| YTD | -0.3% | -24.0% | +23.7% | -0.2% |
| 1Y | 0.0% | -30.3% | +30.3% | +0.2% |
| 3Y | +15.3% | +37.0% | -21.7% | +14.8% |
| 5Y | -1.4% | +53.4% | -54.7% | -1.8% |
| 10Y | +16.9% | +252.0% | -235.1% | +18.2% |
| All | +16.9% | +262.7% | -245.8% | +18.2% |
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 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