+46.7%
REGN vs LDOS
-24.0%
+70.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +4.2% | -5.4% | +9.6% | +4.5% |
| 30D | +7.8% | +4.9% | +2.9% | +7.6% |
| 3M | +31.8% | +7.2% | +24.6% | +30.4% |
| 6M | +5.4% | -24.2% | +29.6% | +4.7% |
| YTD | +7.7% | -25.8% | +33.5% | +6.0% |
| 1Y | +46.7% | -24.7% | +71.4% | +29.2% |
| All | +46.7% | -24.0% | +70.7% | +29.2% |
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