+646.6%
SEI vs LDOS
+182.7%
+463.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.9% | +19.2% | +17.6% |
| 7D | +28.8% | -7.1% | +36.0% | +32.9% |
| 30D | +10.4% | -6.1% | +16.4% | +13.0% |
| 3M | -11.4% | +5.6% | -17.0% | -15.4% |
| 6M | +31.2% | -26.9% | +58.1% | +50.1% |
| YTD | +39.7% | -27.9% | +67.6% | +59.9% |
| 1Y | +149.0% | -26.8% | +175.8% | +183.1% |
| 3Y | +560.2% | +39.6% | +520.6% | +394.8% |
| 5Y | +955.7% | +39.4% | +916.3% | +680.4% |
| All | +646.6% | +182.7% | +463.8% | +329.3% |
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