+221.4%
LDOS vs RNG
+234.5%
-13.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -1.6% | +4.6% | -6.2% | -2.1% |
| 30D | +8.2% | +0.4% | +7.8% | +8.1% |
| 3M | -8.2% | +11.4% | -19.6% | -9.4% |
| 6M | +5.8% | +95.7% | -89.8% | -2.0% |
| YTD | -27.0% | +162.9% | -189.9% | -35.1% |
| 1Y | -31.0% | +180.3% | -211.2% | -39.1% |
| 3Y | +29.3% | +188.3% | -159.1% | +11.0% |
| 5Y | +48.7% | -72.5% | +121.2% | +64.7% |
| All | +221.4% | +234.5% | -13.1% | +120.7% |
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