+250.5%
LDOS vs RACE
+740.1%
-489.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -7.2% | +5.1% | -12.3% | -8.5% |
| 30D | +16.8% | +7.7% | +9.2% | +14.5% |
| 3M | -1.6% | +2.2% | -3.8% | -2.3% |
| 6M | -1.0% | +23.8% | -24.7% | -6.8% |
| YTD | -25.8% | +13.9% | -39.7% | -29.2% |
| 1Y | -31.1% | +3.8% | -34.9% | -32.6% |
| 3Y | +32.8% | +28.0% | +4.8% | +18.1% |
| 5Y | +49.4% | +64.9% | -15.5% | +20.1% |
| All | +250.5% | +740.1% | -489.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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