+5,237.2%
REGN vs LDOS
+488.0%
+4,749.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +5.3% | -3.5% | +8.8% | +6.5% |
| 30D | +26.3% | +9.5% | +16.8% | +22.3% |
| 3M | +19.3% | -6.3% | +25.6% | +21.3% |
| 6M | +31.8% | +2.8% | +29.0% | +29.0% |
| YTD | +23.7% | -26.6% | +50.4% | +34.0% |
| 1Y | +40.2% | -31.3% | +71.5% | +55.4% |
| 3Y | +20.2% | +30.9% | -10.8% | +2.4% |
| 5Y | +52.1% | +49.4% | +2.7% | +20.4% |
| 10Y | +128.7% | +229.4% | -100.7% | +19.2% |
| All | +5,237.2% | +488.0% | +4,749.2% | +1,894.4% |
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 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