+429.4%
AGI vs LDOS
+494.7%
-65.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.6% | -5.4% | +6.0% | +1.2% |
| 30D | +18.2% | +4.9% | +13.3% | +17.4% |
| 3M | -4.1% | +7.2% | -11.3% | -5.3% |
| 6M | -28.7% | -24.2% | -4.5% | -26.5% |
| YTD | -4.0% | -25.8% | +21.8% | -0.9% |
| 1Y | +17.4% | -24.7% | +42.1% | +20.8% |
| 3Y | +203.0% | +39.3% | +163.7% | +186.0% |
| 5Y | +376.7% | +43.3% | +333.3% | +345.5% |
| 10Y | +407.5% | +278.6% | +128.9% | +307.9% |
| All | +429.4% | +494.7% | -65.3% | +254.8% |
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