+89.7%
SCHG vs LDOS
+42.3%
+47.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.7% | -5.4% | +4.7% | +0.1% |
| 30D | +0.2% | +4.9% | -4.7% | -0.5% |
| 3M | +2.2% | +7.2% | -5.0% | +1.0% |
| 6M | +15.0% | -24.2% | +39.3% | +20.0% |
| YTD | +9.2% | -25.8% | +35.0% | +13.9% |
| 1Y | +15.7% | -24.7% | +40.4% | +20.2% |
| All | +89.7% | +42.3% | +47.5% | +75.2% |
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 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