-14.3%
AGI vs LDOS
-32.8%
+18.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -4.0% |
| 7D | -7.5% | -3.5% | -4.0% | -7.2% |
| 30D | -9.9% | +9.5% | -19.4% | -10.7% |
| 3M | -14.2% | -6.3% | -7.9% | -13.8% |
| 6M | -35.2% | +2.8% | -38.0% | -35.7% |
| YTD | -25.2% | -26.6% | +1.4% | -22.1% |
| 1Y | -14.3% | -31.3% | +17.0% | -6.2% |
| All | -14.3% | -32.8% | +18.5% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling