+47.6%
LDOS vs RUN
-82.6%
+130.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | -7.2% | +33.4% | -40.6% | -8.2% |
| 30D | +16.8% | +31.1% | -14.3% | +15.6% |
| 3M | -1.6% | +6.4% | -8.0% | -2.0% |
| 6M | -1.0% | -22.2% | +21.2% | -0.5% |
| YTD | -25.8% | -45.8% | +20.0% | -24.7% |
| 1Y | -31.1% | -51.1% | +20.0% | -30.0% |
| 3Y | +32.8% | -3.0% | +35.8% | +21.6% |
| All | +47.6% | -82.6% | +130.2% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling