+333.9%
SGI vs LDOS
+241.3%
+92.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.7% |
| 7D | -10.5% | -1.3% | -9.2% | -9.9% |
| 30D | +0.1% | +10.1% | -10.0% | -4.6% |
| 3M | -4.0% | -4.7% | +0.7% | -2.3% |
| 6M | -5.6% | +5.6% | -11.2% | -9.8% |
| YTD | -29.5% | -25.1% | -4.4% | -20.4% |
| 1Y | -31.5% | -31.7% | +0.2% | -18.9% |
| 3Y | +71.6% | +33.7% | +37.9% | +32.2% |
| 5Y | +50.5% | +54.4% | -3.8% | +2.1% |
| 10Y | +333.9% | +236.4% | +97.4% | +94.3% |
| All | +333.9% | +241.3% | +92.6% | +94.3% |
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