+39.0%
AIG vs LDOS
+30.5%
+8.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.6% | -1.6% | +8.2% | +6.8% |
| 30D | +7.0% | +8.2% | -1.2% | +6.1% |
| 3M | +9.7% | -8.2% | +17.9% | +10.6% |
| 6M | +10.8% | +5.8% | +5.0% | +9.7% |
| YTD | -1.3% | -27.0% | +25.7% | +1.2% |
| 1Y | +8.4% | -31.0% | +39.3% | +12.4% |
| 3Y | +39.0% | +29.3% | +9.7% | +19.2% |
| All | +39.0% | +30.5% | +8.5% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling