+82.5%
SCHG vs LDOS
+35.8%
+46.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.5% |
| 7D | +0.3% | -5.8% | +6.1% | +1.0% |
| 30D | -7.2% | +11.6% | -18.8% | -8.7% |
| 3M | -4.7% | -1.0% | -3.7% | -4.6% |
| 6M | +0.1% | +5.1% | -5.0% | -0.9% |
| YTD | +4.8% | -24.0% | +28.9% | +8.8% |
| 1Y | +5.8% | -30.3% | +36.0% | +11.6% |
| 3Y | +82.5% | +37.0% | +45.6% | +75.8% |
| All | +82.5% | +35.8% | +46.7% | +75.8% |
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