+684.7%
SEI vs LDOS
+31.0%
+653.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +27.6% | -3.5% | +31.1% | +27.8% |
| 30D | -17.1% | +9.5% | -26.7% | -18.3% |
| 3M | +4.6% | -6.3% | +10.9% | +5.4% |
| 6M | -15.1% | +2.8% | -17.9% | -15.1% |
| YTD | +41.2% | -26.6% | +67.8% | +56.3% |
| 1Y | +37.5% | -31.3% | +68.8% | +55.9% |
| All | +684.7% | +31.0% | +653.7% | +548.8% |
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