+632.2%
SEI vs LDOS
+198.0%
+434.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +7.4% |
| 7D | -4.3% | -5.8% | +1.6% | -2.2% |
| 30D | -18.0% | +11.6% | -29.6% | -22.7% |
| 3M | +8.2% | -1.0% | +9.2% | +6.8% |
| 6M | -13.9% | +5.1% | -18.9% | -18.7% |
| YTD | +37.0% | -24.0% | +61.1% | +51.1% |
| 1Y | +24.5% | -30.3% | +54.8% | +44.1% |
| 3Y | +681.1% | +37.0% | +644.1% | +489.0% |
| 5Y | +787.5% | +53.4% | +734.1% | +518.0% |
| All | +632.2% | +198.0% | +434.3% | +305.6% |
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