+222.8%
LDOS vs RGEN
+411.3%
-188.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.5% | -1.6% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | +9.5% | -5.1% | +14.6% | +10.1% |
| 3M | -6.3% | +0.5% | -6.8% | -6.8% |
| 6M | +2.8% | +46.6% | -43.8% | -2.9% |
| YTD | -26.6% | +1.6% | -28.3% | -27.6% |
| 1Y | -31.3% | +5.4% | -36.7% | -32.5% |
| 3Y | +30.9% | +12.8% | +18.1% | +23.7% |
| 5Y | +49.4% | -35.6% | +85.0% | +46.4% |
| All | +222.8% | +411.3% | -188.4% | +100.9% |
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 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