+512.4%
LDOS vs RGEN
+4,855.3%
-4,342.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.7% |
| 7D | -3.7% | -10.7% | +7.0% | -2.6% |
| 30D | +16.4% | -3.6% | +20.0% | +16.7% |
| 3M | +7.4% | +6.2% | +1.2% | +6.3% |
| 6M | -0.3% | +34.1% | -34.5% | -4.1% |
| YTD | -24.0% | +2.8% | -26.8% | -25.0% |
| 1Y | -29.6% | +15.5% | -45.1% | -31.4% |
| 3Y | +35.1% | +12.1% | +23.1% | +29.0% |
| 5Y | +52.9% | -36.9% | +89.8% | +50.4% |
| 10Y | +262.2% | +522.4% | -260.2% | +170.1% |
| All | +512.4% | +4,855.3% | -4,342.8% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling