+16.2%
GEN vs LDOS
-29.6%
+45.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | +29.1% | +12.8% | +16.3% | +24.7% |
| 3M | +2.9% | -1.0% | +3.9% | +2.6% |
| 6M | +33.6% | +6.2% | +27.4% | +30.0% |
| YTD | +12.0% | -23.2% | +35.3% | +21.0% |
| 1Y | +16.2% | -29.5% | +45.6% | +30.4% |
| All | +16.2% | -29.6% | +45.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling