+542.0%
SEI vs LDOS
+191.1%
+350.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +10.2% | -5.4% | +15.7% | +13.0% |
| 30D | -1.0% | +4.9% | -5.9% | -3.6% |
| 3M | -27.9% | +7.2% | -35.1% | -31.4% |
| 6M | +10.4% | -24.2% | +34.6% | +24.4% |
| YTD | +20.1% | -25.8% | +45.9% | +36.0% |
| 1Y | +109.7% | -24.7% | +134.4% | +135.9% |
| 3Y | +458.6% | +39.3% | +419.3% | +321.8% |
| 5Y | +775.3% | +43.3% | +732.0% | +540.1% |
| All | +542.0% | +191.1% | +350.9% | +265.1% |
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