-31.2%
LDOS vs RGEN
+19.5%
-50.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -2.8% | -3.5% | +0.7% | -2.5% |
| 30D | +13.6% | -6.0% | +19.6% | +14.2% |
| 3M | +4.2% | +19.0% | -14.7% | +1.1% |
| 6M | -8.2% | +50.7% | -59.0% | -14.5% |
| YTD | -24.1% | +8.8% | -32.8% | -22.0% |
| 1Y | -31.2% | +21.3% | -52.5% | -30.9% |
| All | -31.2% | +19.5% | -50.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling