+80.9%
AGG vs LDOS
+494.7%
-413.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -0.2% | -5.4% | +5.3% | -0.2% |
| 30D | -0.4% | +4.9% | -5.3% | -0.4% |
| 3M | -0.7% | +7.2% | -7.9% | -0.6% |
| 6M | -1.5% | -24.2% | +22.7% | -1.7% |
| YTD | -0.3% | -25.8% | +25.6% | -0.4% |
| 1Y | +1.3% | -24.7% | +26.0% | +1.2% |
| 3Y | +13.2% | +39.3% | -26.0% | +13.6% |
| 5Y | -1.4% | +43.3% | -44.7% | -1.0% |
| 10Y | +14.9% | +278.6% | -263.7% | +17.7% |
| All | +80.9% | +494.7% | -413.8% | +88.5% |
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