+236.4%
LDOS vs RNG
+248.5%
-12.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -2.7% |
| 7D | -1.3% | -3.5% | +2.2% | -1.0% |
| 30D | +10.1% | -3.8% | +13.9% | +10.4% |
| 3M | -4.7% | +18.6% | -23.2% | -6.6% |
| 6M | +5.6% | +69.2% | -63.6% | -0.8% |
| YTD | -25.1% | +161.9% | -187.0% | -33.4% |
| 1Y | -31.7% | +176.2% | -207.9% | -39.6% |
| 3Y | +33.7% | +174.5% | -140.8% | +15.3% |
| 5Y | +54.4% | -71.9% | +126.3% | +70.3% |
| 10Y | +236.4% | +235.4% | +1.0% | +130.8% |
| All | +236.4% | +248.5% | -12.1% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling