+490.1%
LDOS vs RNG
+327.7%
+162.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.0% |
| 7D | -5.4% | +5.8% | -11.2% | -6.1% |
| 30D | +4.9% | +19.6% | -14.7% | +2.7% |
| 3M | +7.2% | +67.0% | -59.8% | +0.6% |
| 6M | -24.2% | +88.4% | -112.6% | -30.3% |
| YTD | -25.8% | +155.5% | -181.3% | -34.6% |
| 1Y | -24.7% | +141.7% | -166.4% | -33.5% |
| 3Y | +39.3% | +131.1% | -91.8% | +20.4% |
| 5Y | +43.3% | -70.6% | +113.9% | +55.4% |
| 10Y | +278.6% | +228.2% | +50.4% | +147.0% |
| All | +490.1% | +327.7% | +162.4% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling