+49.0%
REGN vs LDOS
-27.6%
+76.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | +14.4% | -2.8% | +17.2% | +14.6% |
| 30D | +28.1% | +13.6% | +14.5% | +27.3% |
| 3M | +22.5% | +4.2% | +18.3% | +22.2% |
| 6M | +31.6% | -8.2% | +39.8% | +30.0% |
| YTD | +21.0% | -24.1% | +45.1% | +17.4% |
| 1Y | +49.0% | -31.2% | +80.2% | +46.4% |
| All | +49.0% | -27.6% | +76.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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