+356.3%
AGI vs LDOS
+495.0%
-138.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.7% |
| 7D | +16.0% | -7.2% | +23.2% | +17.0% |
| 30D | +1.0% | +16.8% | -15.9% | -1.0% |
| 3M | +2.5% | -1.6% | +4.0% | +2.4% |
| 6M | -24.0% | -1.0% | -23.1% | -24.3% |
| YTD | -17.2% | -25.8% | +8.5% | -14.7% |
| 1Y | +4.9% | -31.1% | +36.0% | +9.1% |
| 3Y | +142.6% | +32.8% | +109.8% | +130.2% |
| 5Y | +315.2% | +49.4% | +265.8% | +285.7% |
| 10Y | +338.5% | +253.9% | +84.6% | +255.0% |
| All | +356.3% | +495.0% | -138.7% | +205.4% |
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 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