+269.0%
SGI vs LDOS
+278.0%
-9.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +8.5% | -5.4% | +14.0% | +11.3% |
| 30D | +0.7% | +4.9% | -4.2% | -2.3% |
| 3M | +0.6% | +7.2% | -6.6% | -4.1% |
| 6M | -17.9% | -24.2% | +6.3% | -7.0% |
| YTD | -21.2% | -25.8% | +4.6% | -10.3% |
| 1Y | -18.9% | -24.7% | +5.9% | -8.8% |
| 3Y | +52.6% | +39.3% | +13.4% | +15.3% |
| 5Y | +60.7% | +43.3% | +17.4% | +15.1% |
| All | +269.0% | +278.0% | -9.0% | +70.5% |
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