+1,626.1%
SGI vs LDOS
+494.7%
+1,131.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 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% | -4.0% |
| 6M | -17.9% | -24.2% | +6.3% | -7.6% |
| YTD | -21.2% | -25.8% | +4.6% | -10.8% |
| 1Y | -18.9% | -24.7% | +5.9% | -9.2% |
| 3Y | +52.6% | +39.3% | +13.4% | +19.9% |
| 5Y | +60.7% | +43.3% | +17.4% | +21.0% |
| 10Y | +278.1% | +278.6% | -0.5% | +78.1% |
| All | +1,626.1% | +494.7% | +1,131.4% | +498.1% |
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