+438.8%
SCHG vs LDOS
+241.3%
+197.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.4% |
| 7D | -0.9% | -1.3% | +0.5% | -0.5% |
| 30D | -5.9% | +10.1% | -16.0% | -9.0% |
| 3M | -3.4% | -4.7% | +1.3% | -2.4% |
| 6M | +1.1% | +5.6% | -4.5% | -1.9% |
| YTD | +5.9% | -25.1% | +31.0% | +14.0% |
| 1Y | +4.6% | -31.7% | +36.3% | +16.3% |
| 3Y | +80.6% | +33.7% | +46.9% | +51.5% |
| 5Y | +73.9% | +54.4% | +19.6% | +34.7% |
| 10Y | +438.8% | +236.4% | +202.4% | +225.2% |
| All | +438.8% | +241.3% | +197.5% | +225.2% |
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 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