+68.2%
AIG vs LDOS
+262.7%
-194.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.4% |
| 7D | -3.4% | -5.8% | +2.5% | -0.7% |
| 30D | +3.4% | +11.6% | -8.2% | -1.8% |
| 3M | +1.7% | -1.0% | +2.7% | +1.6% |
| 6M | +5.7% | +5.1% | +0.6% | +1.6% |
| YTD | -5.1% | -24.0% | +18.9% | +4.3% |
| 1Y | +6.1% | -30.3% | +36.3% | +21.8% |
| 3Y | +35.5% | +37.0% | -1.5% | -0.1% |
| 5Y | +51.9% | +53.4% | -1.4% | +0.9% |
| 10Y | +68.2% | +252.0% | -183.8% | -12.0% |
| All | +68.2% | +262.7% | -194.5% | -12.0% |
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