+86.1%
SGI vs LDOS
+35.4%
+50.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +5.3% | -3.7% | +9.0% | +6.3% |
| 30D | +8.2% | +16.4% | -8.2% | +4.0% |
| 3M | -2.2% | +7.4% | -9.6% | -4.5% |
| 6M | -8.4% | -0.3% | -8.1% | -8.7% |
| YTD | -23.4% | -24.0% | +0.6% | -18.0% |
| 1Y | -14.0% | -29.6% | +15.6% | -6.2% |
| All | +86.1% | +35.4% | +50.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling