-31.1%
LDOS vs RGEN
+19.4%
-50.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.6% |
| 7D | -7.2% | -1.9% | -5.3% | -7.0% |
| 30D | +16.8% | +3.7% | +13.1% | +16.0% |
| 3M | -1.6% | +8.8% | -10.4% | -3.4% |
| 6M | -1.0% | +38.0% | -38.9% | -6.4% |
| YTD | -25.8% | +5.9% | -31.6% | -23.6% |
| 1Y | -31.1% | +19.7% | -50.8% | -30.6% |
| All | -31.1% | +19.4% | -50.4% | -30.6% |
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 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