-24.7%
LDOS vs RNG
+144.7%
-169.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | -5.4% | +5.8% | -11.2% | -6.0% |
| 30D | +4.9% | +19.6% | -14.7% | +2.9% |
| 3M | +7.2% | +67.0% | -59.8% | +1.8% |
| 6M | -24.2% | +88.4% | -112.6% | -29.0% |
| YTD | -25.8% | +155.5% | -181.3% | -31.8% |
| 1Y | -24.7% | +141.7% | -166.4% | -31.3% |
| All | -24.7% | +144.7% | -169.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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