+495.7%
LDOS vs RNG
+338.4%
+157.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -2.7% |
| 7D | -1.3% | -3.5% | +2.2% | -0.9% |
| 30D | +10.1% | -3.8% | +13.9% | +10.4% |
| 3M | -4.7% | +18.6% | -23.2% | -6.8% |
| 6M | +5.6% | +69.2% | -63.6% | -1.5% |
| YTD | -25.1% | +161.9% | -187.0% | -34.4% |
| 1Y | -31.7% | +176.2% | -207.9% | -40.5% |
| 3Y | +33.7% | +174.5% | -140.8% | +13.3% |
| 5Y | +54.4% | -71.9% | +126.3% | +69.6% |
| 10Y | +236.4% | +235.4% | +1.0% | +118.8% |
| All | +495.7% | +338.4% | +157.3% | +273.5% |
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 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