+130.7%
REGN vs LDOS
+241.3%
-110.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.2% | +5.3% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | +25.8% | +10.1% | +15.7% | +23.0% |
| 3M | +20.5% | -4.7% | +25.2% | +21.4% |
| 6M | +35.0% | +5.6% | +29.4% | +32.4% |
| YTD | +24.8% | -25.1% | +49.9% | +31.2% |
| 1Y | +43.0% | -31.7% | +74.6% | +53.7% |
| 3Y | +21.2% | +33.7% | -12.5% | +7.4% |
| 5Y | +54.5% | +54.4% | +0.2% | +29.8% |
| 10Y | +130.7% | +236.4% | -105.7% | +51.7% |
| All | +130.7% | +241.3% | -110.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling