+27.7%
GEN vs LDOS
+49.1%
-21.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | +2.3% | -7.2% | +9.5% | +4.4% |
| 30D | +33.1% | +16.8% | +16.2% | +27.3% |
| 3M | +6.5% | -1.6% | +8.1% | +6.7% |
| 6M | +53.8% | -1.0% | +54.8% | +53.0% |
| YTD | +11.2% | -25.8% | +37.0% | +19.9% |
| 1Y | +19.4% | -31.1% | +50.5% | +31.4% |
| 3Y | +81.0% | +32.8% | +48.2% | +59.3% |
| All | +27.7% | +49.1% | -21.4% | +11.0% |
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