+1,576.7%
SGI vs LDOS
+509.1%
+1,067.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +5.3% | -3.7% | +9.0% | +7.1% |
| 30D | +8.2% | +16.4% | -8.2% | +0.3% |
| 3M | -2.2% | +7.4% | -9.6% | -6.5% |
| 6M | -8.4% | -0.3% | -8.1% | -9.8% |
| YTD | -23.4% | -24.0% | +0.6% | -14.7% |
| 1Y | -14.0% | -29.6% | +15.6% | -0.6% |
| 3Y | +78.8% | +35.1% | +43.7% | +42.6% |
| 5Y | +58.6% | +52.9% | +5.7% | +15.3% |
| 10Y | +427.8% | +262.2% | +165.6% | +153.6% |
| All | +1,576.7% | +509.1% | +1,067.7% | +472.1% |
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