+57.7%
GEN vs LDOS
+39.7%
+18.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.2% | -5.4% | +4.2% | +0.1% |
| 30D | +10.1% | +4.9% | +5.3% | +8.7% |
| 3M | +16.1% | +7.2% | +8.9% | +13.5% |
| 6M | +38.9% | -24.2% | +63.1% | +48.4% |
| YTD | +14.4% | -25.8% | +40.2% | +22.6% |
| 1Y | +5.9% | -24.7% | +30.6% | +12.9% |
| All | +57.7% | +39.7% | +18.0% | +48.1% |
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