+56.8%
GEN vs LDOS
-10.3%
+67.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +8.5% | -3.7% | +12.2% | +9.4% |
| 30D | +34.2% | +16.4% | +17.8% | +30.1% |
| 3M | +10.0% | +7.4% | +2.6% | +8.3% |
| 6M | +56.8% | -0.3% | +57.1% | +37.3% |
| All | +56.8% | -10.3% | +67.0% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling