+37.1%
GEN vs LDOS
+52.0%
-14.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +8.5% | -3.7% | +12.2% | +9.6% |
| 30D | +34.2% | +16.4% | +17.8% | +28.5% |
| 3M | +10.0% | +7.4% | +2.6% | +7.5% |
| 6M | +56.8% | -0.3% | +57.1% | +55.7% |
| YTD | +14.2% | -24.0% | +38.3% | +22.4% |
| 1Y | +20.8% | -29.6% | +50.4% | +32.2% |
| 3Y | +84.1% | +35.1% | +48.9% | +60.9% |
| 5Y | +37.1% | +52.9% | -15.8% | +18.3% |
| All | +37.1% | +52.0% | -14.9% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling