+41.3%
LDOS vs RACE
+36.9%
+4.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | -5.4% | -2.5% | -2.9% | -5.1% |
| 30D | +4.9% | +0.8% | +4.1% | +4.8% |
| 3M | +7.2% | +17.2% | -10.0% | +5.0% |
| 6M | -24.2% | +13.6% | -37.8% | -25.6% |
| YTD | -25.8% | +12.2% | -38.0% | -27.2% |
| 1Y | -24.7% | -16.3% | -8.5% | -22.8% |
| All | +41.3% | +36.9% | +4.4% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling