+32.6%
LDOS vs RBA
+64.0%
-31.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +10.1% | +9.0% | +1.1% | +8.1% |
| 3M | -4.7% | +7.2% | -11.8% | -6.2% |
| 6M | +5.6% | -7.8% | +13.3% | +6.5% |
| YTD | -25.1% | -6.4% | -18.7% | -24.6% |
| 1Y | -31.7% | -4.2% | -27.5% | -31.6% |
| All | +32.6% | +64.0% | -31.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling