+38.2%
REGN vs LDOS
-31.9%
+70.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +5.7% | -1.6% | +7.3% | +5.7% |
| 30D | +22.8% | +8.2% | +14.5% | +22.2% |
| 3M | +18.7% | -8.2% | +26.9% | +19.2% |
| 6M | +33.1% | +5.8% | +27.2% | +31.5% |
| YTD | +24.3% | -27.0% | +51.2% | +20.2% |
| 1Y | +38.2% | -31.0% | +69.2% | +37.5% |
| All | +38.2% | -31.9% | +70.1% | +37.5% |
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