-90.3%
AIG vs LDOS
+495.0%
-585.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.7% |
| 7D | -5.1% | -7.2% | +2.1% | -1.3% |
| 30D | +2.8% | +16.8% | -14.1% | -5.5% |
| 3M | -2.1% | -1.6% | -0.5% | -2.0% |
| 6M | +1.4% | -1.0% | +2.4% | -0.2% |
| YTD | -7.4% | -25.8% | +18.4% | +3.8% |
| 1Y | +4.4% | -31.1% | +35.5% | +21.8% |
| 3Y | +30.0% | +32.8% | -2.8% | -1.6% |
| 5Y | +47.9% | +49.4% | -1.5% | +1.0% |
| 10Y | +74.4% | +253.9% | -179.5% | -29.3% |
| All | -90.3% | +495.0% | -585.3% | -97.3% |
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