+45.2%
LDOS vs RGEN
-42.4%
+87.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.4% | -4.9% | -0.5% | -5.0% |
| 30D | +4.9% | +5.7% | -0.8% | +4.3% |
| 3M | +7.2% | +32.4% | -25.3% | +4.2% |
| 6M | -24.2% | +33.2% | -57.4% | -26.6% |
| YTD | -25.8% | +2.3% | -28.1% | -26.4% |
| 1Y | -24.7% | +39.0% | -63.7% | -27.3% |
| 3Y | +39.3% | -4.6% | +43.9% | +34.9% |
| All | +45.2% | -42.4% | +87.7% | +31.9% |
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 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