+275.4%
LDOS vs RGEN
+433.1%
-157.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -5.4% | -4.9% | -0.5% | -4.9% |
| 30D | +4.9% | +5.7% | -0.8% | +4.1% |
| 3M | +7.2% | +32.4% | -25.3% | +3.1% |
| 6M | -24.2% | +33.2% | -57.4% | -27.5% |
| YTD | -25.8% | +2.3% | -28.1% | -26.6% |
| 1Y | -24.7% | +39.0% | -63.7% | -28.5% |
| 3Y | +39.3% | -4.6% | +43.9% | +34.4% |
| 5Y | +43.3% | -42.7% | +86.0% | +43.3% |
| All | +275.4% | +433.1% | -157.7% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling