-31.3%
LDOS vs RBA
-5.6%
-25.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | +9.5% | +6.8% | +2.7% | +8.1% |
| 3M | -6.3% | +9.5% | -15.8% | -8.1% |
| 6M | +2.8% | -8.2% | +11.0% | +3.4% |
| YTD | -26.6% | -7.7% | -18.9% | -26.2% |
| 1Y | -31.3% | -6.9% | -24.4% | -31.2% |
| All | -31.3% | -5.6% | -25.7% | -31.2% |
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