+222.8%
LDOS vs RNG
+236.7%
-13.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | -3.5% | +2.3% | -5.7% | -3.7% |
| 30D | +9.5% | -3.4% | +12.9% | +9.8% |
| 3M | -6.3% | +20.9% | -27.2% | -8.4% |
| 6M | +2.8% | +82.2% | -79.4% | -4.1% |
| YTD | -26.6% | +164.6% | -191.3% | -34.9% |
| 1Y | -31.3% | +177.0% | -208.3% | -39.3% |
| 3Y | +30.9% | +177.4% | -146.5% | +12.8% |
| 5Y | +49.4% | -72.3% | +121.7% | +65.3% |
| All | +222.8% | +236.7% | -13.8% | +121.6% |
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