-90.6%
AIG vs LDOS
+494.7%
-585.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | -5.4% | +4.5% | +1.9% |
| 30D | -4.9% | +4.9% | -9.8% | -7.7% |
| 3M | +4.5% | +7.2% | -2.7% | -0.8% |
| 6M | -1.4% | -24.2% | +22.8% | +12.0% |
| YTD | -9.8% | -25.8% | +16.0% | +1.6% |
| 1Y | -4.5% | -24.7% | +20.2% | +6.3% |
| 3Y | +37.4% | +39.3% | -1.8% | +1.1% |
| 5Y | +55.0% | +43.3% | +11.7% | +8.8% |
| 10Y | +63.7% | +278.6% | -214.9% | -36.4% |
| All | -90.6% | +494.7% | -585.3% | -97.4% |
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 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