+64.4%
AIG vs LDOS
+258.9%
-194.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | -1.4% | -4.2% | +2.8% | +0.5% |
| 30D | -3.3% | -7.9% | +4.6% | +0.1% |
| 3M | +2.2% | +4.1% | -1.9% | -0.9% |
| 6M | -2.1% | -28.2% | +26.1% | +12.7% |
| YTD | -11.2% | -28.5% | +17.3% | +0.5% |
| 1Y | -2.1% | -27.7% | +25.6% | +9.8% |
| 3Y | +34.4% | +38.4% | -4.0% | -1.6% |
| 5Y | +53.7% | +38.0% | +15.7% | +9.3% |
| 10Y | +64.4% | +262.1% | -197.7% | -3.2% |
| All | +64.4% | +258.9% | -194.5% | -3.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling