+394.2%
LDOS vs RUN
-31.9%
+426.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | -5.4% | +1.3% | -6.7% | -5.5% |
| 30D | +4.9% | -15.3% | +20.1% | +5.7% |
| 3M | +7.2% | -40.0% | +47.2% | +9.9% |
| 6M | -24.2% | -27.0% | +2.7% | -23.5% |
| YTD | -25.8% | -51.7% | +25.9% | -23.7% |
| 1Y | -24.7% | -45.9% | +21.2% | -23.5% |
| 3Y | +39.3% | -43.8% | +83.1% | +30.7% |
| 5Y | +43.3% | -80.5% | +123.8% | +39.7% |
| 10Y | +278.6% | +45.3% | +233.3% | +190.7% |
| All | +394.2% | -31.9% | +426.1% | +288.0% |
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