+457.6%
SEI vs LDOS
+39.7%
+417.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | +10.2% | -5.4% | +15.7% | +11.4% |
| 30D | -1.0% | +4.9% | -5.9% | -2.2% |
| 3M | -27.9% | +7.2% | -35.1% | -28.6% |
| 6M | +10.4% | -24.2% | +34.6% | +22.1% |
| YTD | +20.1% | -25.8% | +45.9% | +33.7% |
| 1Y | +109.7% | -24.7% | +134.4% | +133.2% |
| All | +457.6% | +39.7% | +417.9% | +340.9% |
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