+15.3%
AGG vs LDOS
+32.3%
-17.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +0.2% | -7.2% | +7.4% | +0.3% |
| 30D | +2.4% | +16.8% | -14.5% | +2.2% |
| 3M | -0.2% | -1.6% | +1.4% | -0.2% |
| 6M | -1.0% | -1.0% | 0.0% | -1.0% |
| YTD | -0.4% | -25.8% | +25.4% | -0.2% |
| 1Y | -0.1% | -31.1% | +31.0% | +0.1% |
| 3Y | +15.3% | +32.8% | -17.5% | +17.4% |
| All | +15.3% | +32.3% | -17.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling