+32.8%
LDOS vs RNG
+154.7%
-121.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -7.2% | -11.3% | +4.1% | -6.2% |
| 30D | +16.8% | -5.7% | +22.5% | +17.3% |
| 3M | -1.6% | +16.8% | -18.4% | -3.2% |
| 6M | -1.0% | +58.5% | -59.4% | -5.5% |
| YTD | -25.8% | +151.3% | -177.1% | -32.1% |
| 1Y | -31.1% | +169.0% | -200.1% | -37.3% |
| 3Y | +32.8% | +156.9% | -124.1% | +18.6% |
| All | +32.8% | +154.7% | -121.9% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling