+504.3%
LDOS vs RNG
+333.2%
+171.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.6% |
| 7D | -3.7% | -11.2% | +7.5% | -2.4% |
| 30D | +16.4% | -3.8% | +20.2% | +16.7% |
| 3M | +7.4% | +21.1% | -13.7% | +4.7% |
| 6M | -0.3% | +56.2% | -56.6% | -6.2% |
| YTD | -24.0% | +158.8% | -182.8% | -33.3% |
| 1Y | -29.6% | +173.6% | -203.2% | -38.6% |
| 3Y | +35.1% | +163.9% | -128.8% | +15.0% |
| 5Y | +52.9% | -68.1% | +121.0% | +63.7% |
| 10Y | +262.2% | +272.7% | -10.5% | +131.2% |
| All | +504.3% | +333.2% | +171.1% | +279.4% |
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 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