+388.8%
SGI vs LDOS
+248.5%
+140.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -4.3% |
| 7D | +1.0% | -7.2% | +8.2% | +4.7% |
| 30D | +3.9% | +16.8% | -12.9% | -4.0% |
| 3M | -0.8% | -1.6% | +0.8% | -0.7% |
| 6M | -18.0% | -1.0% | -17.0% | -18.8% |
| YTD | -27.6% | -25.8% | -1.8% | -17.8% |
| 1Y | -27.2% | -31.1% | +3.9% | -14.2% |
| 3Y | +76.0% | +32.8% | +43.2% | +36.0% |
| 5Y | +50.0% | +49.4% | +0.6% | +3.7% |
| All | +388.8% | +248.5% | +140.3% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling