+405.2%
AGI vs LDOS
+241.3%
+163.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -2.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.6% | +10.1% | -17.7% | -8.6% |
| 3M | -10.2% | -4.7% | -5.6% | -9.9% |
| 6M | -31.5% | +5.6% | -37.1% | -32.2% |
| YTD | -22.0% | -25.1% | +3.1% | -19.9% |
| 1Y | -7.9% | -31.7% | +23.8% | -4.4% |
| 3Y | +137.6% | +33.7% | +103.9% | +126.4% |
| 5Y | +256.7% | +54.4% | +202.4% | +233.0% |
| 10Y | +405.2% | +236.4% | +168.8% | +342.9% |
| All | +405.2% | +241.3% | +163.9% | +342.9% |
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