+453.6%
SCHG vs LDOS
+258.9%
+194.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | -2.3% | -7.9% | +5.6% | +0.1% |
| 3M | +4.5% | +4.1% | +0.4% | +2.5% |
| 6M | +13.6% | -28.2% | +41.8% | +25.4% |
| YTD | +7.6% | -28.5% | +36.1% | +18.0% |
| 1Y | +13.0% | -27.7% | +40.7% | +23.1% |
| 3Y | +87.0% | +38.4% | +48.6% | +55.0% |
| 5Y | +82.9% | +38.0% | +44.9% | +48.6% |
| 10Y | +453.6% | +262.1% | +191.6% | +237.4% |
| All | +453.6% | +258.9% | +194.7% | +237.4% |
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 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