+575.6%
SEI vs LDOS
+191.2%
+384.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.3% | +16.6% | +15.2% |
| 7D | -18.3% | -7.2% | -11.1% | -16.1% |
| 30D | -24.4% | +16.8% | -41.3% | -30.3% |
| 3M | +1.5% | -1.6% | +3.1% | +0.3% |
| 6M | -25.1% | -1.0% | -24.2% | -27.3% |
| YTD | +26.4% | -25.8% | +52.2% | +40.7% |
| 1Y | +8.9% | -31.1% | +40.0% | +26.4% |
| 3Y | +586.7% | +32.8% | +553.9% | +425.0% |
| 5Y | +717.9% | +49.4% | +668.5% | +475.8% |
| All | +575.6% | +191.2% | +384.4% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling