-31.2%
LDOS vs RBA
-2.0%
-29.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -2.8% | +12.7% | -15.5% | -4.9% |
| 30D | +13.6% | +15.5% | -2.0% | +10.5% |
| 3M | +4.2% | -14.0% | +18.3% | +6.5% |
| 6M | -8.2% | -8.8% | +0.6% | -7.5% |
| YTD | -24.1% | -6.9% | -17.2% | -23.4% |
| 1Y | -31.2% | -3.0% | -28.2% | -31.6% |
| All | -31.2% | -2.0% | -29.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling