-30.2%
LDOS vs RUN
-46.9%
+16.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.3% |
| 7D | -5.8% | +18.1% | -23.9% | -6.0% |
| 30D | +11.6% | +27.5% | -15.9% | +11.1% |
| 3M | -1.0% | -4.5% | +3.5% | -0.9% |
| 6M | +5.1% | -33.3% | +38.4% | +5.8% |
| YTD | -24.0% | -47.1% | +23.0% | -22.4% |
| All | -30.2% | -46.9% | +16.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling