+5,283.3%
REGN vs LDOS
+500.4%
+4,782.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.2% | +5.5% |
| 7D | +3.1% | -1.3% | +4.4% | +3.5% |
| 30D | +25.8% | +10.1% | +15.7% | +21.6% |
| 3M | +20.5% | -4.7% | +25.2% | +21.8% |
| 6M | +35.0% | +5.6% | +29.4% | +30.9% |
| YTD | +24.8% | -25.1% | +49.9% | +34.2% |
| 1Y | +43.0% | -31.7% | +74.6% | +58.7% |
| 3Y | +21.2% | +33.7% | -12.5% | +2.5% |
| 5Y | +54.5% | +54.4% | +0.2% | +20.9% |
| 10Y | +130.7% | +236.4% | -105.7% | +19.4% |
| All | +5,283.3% | +500.4% | +4,782.9% | +1,897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling