+149.7%
GEN vs LDOS
+254.8%
-105.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | +29.1% | +12.8% | +16.3% | +24.3% |
| 3M | +2.9% | -1.0% | +3.9% | +3.0% |
| 6M | +33.6% | +6.2% | +27.4% | +30.1% |
| YTD | +12.0% | -23.2% | +35.3% | +20.1% |
| 1Y | +16.2% | -29.5% | +45.6% | +27.8% |
| 3Y | +65.1% | +37.1% | +28.0% | +43.8% |
| 5Y | +33.3% | +55.6% | -22.3% | +9.8% |
| 10Y | +149.7% | +249.4% | -99.8% | +57.9% |
| All | +149.7% | +254.8% | -105.2% | +57.9% |
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