+45.2%
LDOS vs RNG
-70.5%
+115.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.8% |
| 7D | -5.4% | +5.8% | -11.2% | -5.8% |
| 30D | +4.9% | +19.6% | -14.7% | +3.6% |
| 3M | +7.2% | +67.0% | -59.8% | +3.4% |
| 6M | -24.2% | +88.4% | -112.6% | -27.6% |
| YTD | -25.8% | +155.5% | -181.3% | -30.6% |
| 1Y | -24.7% | +141.7% | -166.4% | -29.5% |
| 3Y | +39.3% | +131.1% | -91.8% | +29.0% |
| All | +45.2% | -70.5% | +115.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling