+406.1%
LDOS vs RUN
-24.4%
+430.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.3% | -12.2% | -0.6% |
| 7D | -3.7% | +30.0% | -33.7% | -5.2% |
| 30D | +16.4% | +27.0% | -10.6% | +14.7% |
| 3M | +7.4% | -5.9% | +13.3% | +7.4% |
| 6M | -0.3% | -26.7% | +26.3% | +0.7% |
| YTD | -24.0% | -46.4% | +22.3% | -22.5% |
| 1Y | -29.6% | -52.1% | +22.5% | -27.9% |
| 3Y | +35.1% | -8.9% | +44.1% | +22.4% |
| 5Y | +52.9% | -82.4% | +135.3% | +50.8% |
| 10Y | +262.2% | +109.6% | +152.7% | +174.7% |
| All | +406.1% | -24.4% | +430.5% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling