+47.6%
LDOS vs RGEN
-35.5%
+83.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | +8.2% | -5.8% | +14.1% | +8.7% |
| 3M | -8.2% | +0.2% | -8.4% | -8.5% |
| 6M | +5.8% | +56.8% | -50.9% | +0.9% |
| YTD | -27.0% | +2.4% | -29.4% | -27.7% |
| 1Y | -31.0% | +11.4% | -42.4% | -32.2% |
| 3Y | +29.3% | +15.2% | +14.1% | +24.1% |
| All | +47.6% | -35.5% | +83.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling