+64.9%
AIG vs LDOS
+228.4%
-163.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.6% |
| 7D | +2.0% | -3.5% | +5.5% | +3.7% |
| 30D | +6.3% | +9.5% | -3.2% | +1.9% |
| 3M | +9.2% | -6.3% | +15.5% | +11.8% |
| 6M | +9.5% | +2.8% | +6.7% | +6.3% |
| YTD | -1.6% | -26.6% | +25.0% | +9.8% |
| 1Y | +8.5% | -31.3% | +39.8% | +25.2% |
| 3Y | +38.3% | +30.9% | +7.4% | +4.4% |
| 5Y | +59.0% | +49.4% | +9.7% | +6.8% |
| All | +64.9% | +228.4% | -163.5% | -8.4% |
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 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