+298.3%
GEN vs LDOS
+508.5%
-210.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +26.9% | -2.8% | +29.7% | +28.1% |
| 30D | +38.6% | +13.6% | +25.1% | +32.6% |
| 3M | +9.7% | +4.2% | +5.5% | +7.9% |
| 6M | +58.9% | -8.2% | +67.1% | +61.8% |
| YTD | +15.3% | -24.1% | +39.4% | +24.8% |
| 1Y | +21.8% | -31.2% | +53.0% | +36.3% |
| 3Y | +85.8% | +35.0% | +50.8% | +60.8% |
| 5Y | +37.4% | +52.6% | -15.3% | +12.0% |
| 10Y | +174.0% | +261.9% | -87.8% | +53.9% |
| All | +298.3% | +508.5% | -210.1% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling