+250.5%
LDOS vs RBA
+224.6%
+25.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -7.2% | +4.3% | -11.5% | -8.2% |
| 30D | +16.8% | +16.3% | +0.5% | +12.4% |
| 3M | -1.6% | +1.3% | -2.9% | -2.2% |
| 6M | -1.0% | -11.1% | +10.1% | +1.2% |
| YTD | -25.8% | -8.5% | -17.3% | -25.0% |
| 1Y | -31.1% | -2.1% | -29.0% | -31.6% |
| 3Y | +32.8% | +44.6% | -11.8% | +17.5% |
| 5Y | +49.4% | +36.8% | +12.6% | +31.5% |
| All | +250.5% | +224.6% | +25.9% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling