+252.0%
LDOS vs RNG
+259.3%
-7.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | -5.8% | -6.2% | +0.4% | -5.2% |
| 30D | +11.6% | -8.0% | +19.6% | +12.4% |
| 3M | -1.0% | +15.7% | -16.7% | -2.8% |
| 6M | +5.1% | +60.3% | -55.3% | -0.8% |
| YTD | -24.0% | +153.8% | -177.8% | -32.3% |
| 1Y | -30.3% | +172.2% | -202.4% | -38.3% |
| 3Y | +37.0% | +174.8% | -137.9% | +18.1% |
| 5Y | +53.4% | -68.6% | +122.0% | +65.3% |
| 10Y | +252.0% | +248.2% | +3.8% | +139.5% |
| All | +252.0% | +259.3% | -7.3% | +139.5% |
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