-15.1%
SEI vs LDOS
+2.4%
-17.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -1.8% |
| 7D | +27.6% | -3.5% | +31.1% | +24.9% |
| 30D | -17.1% | +9.5% | -26.7% | -12.3% |
| 3M | +4.6% | -6.3% | +10.9% | +4.2% |
| 6M | -15.1% | +2.8% | -17.9% | -9.6% |
| All | -15.1% | +2.4% | -17.4% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling