+382.0%
LDOS vs RACE
+647.6%
-265.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -5.4% | -2.5% | -2.9% | -4.8% |
| 30D | +4.9% | +0.8% | +4.1% | +4.6% |
| 3M | +7.2% | +17.2% | -10.0% | +2.6% |
| 6M | -24.2% | +13.6% | -37.8% | -27.1% |
| YTD | -25.8% | +12.2% | -38.0% | -28.8% |
| 1Y | -24.7% | -16.3% | -8.5% | -22.2% |
| 3Y | +39.3% | +36.4% | +2.8% | +22.0% |
| 5Y | +43.3% | +95.0% | -51.7% | +9.4% |
| 10Y | +278.6% | +813.2% | -534.7% | +86.1% |
| All | +382.0% | +647.6% | -265.6% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling