+782.3%
SEI vs LDOS
+43.9%
+738.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | +10.2% | -5.4% | +15.7% | +12.4% |
| 30D | -1.0% | +4.9% | -5.9% | -3.1% |
| 3M | -27.9% | +7.2% | -35.1% | -30.3% |
| 6M | +10.4% | -24.2% | +34.6% | +24.5% |
| YTD | +20.1% | -25.8% | +45.9% | +36.1% |
| 1Y | +109.7% | -24.7% | +134.4% | +136.5% |
| 3Y | +458.6% | +39.3% | +419.3% | +310.1% |
| All | +782.3% | +43.9% | +738.4% | +494.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling