+393.1%
LDOS vs RACE
+688.6%
-295.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.4% |
| 7D | -2.8% | +9.9% | -12.7% | -5.2% |
| 30D | +13.6% | +12.8% | +0.8% | +10.0% |
| 3M | +4.2% | +7.4% | -3.1% | +2.2% |
| 6M | -8.2% | +27.6% | -35.8% | -14.2% |
| YTD | -24.1% | +18.4% | -42.5% | -28.2% |
| 1Y | -31.2% | +9.5% | -40.7% | -33.6% |
| 3Y | +35.0% | +33.9% | +1.1% | +19.2% |
| 5Y | +52.6% | +74.9% | -22.2% | +21.7% |
| 10Y | +261.9% | +814.9% | -553.0% | +77.8% |
| All | +393.1% | +688.6% | -295.5% | +135.0% |
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