+35.9%
LDOS vs RBA
+44.2%
-8.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | +7.3% | -11.0% | -5.0% |
| 30D | +16.4% | +16.9% | -0.6% | +13.0% |
| 3M | +7.4% | -0.5% | +7.9% | +7.1% |
| 6M | -0.3% | -10.4% | +10.1% | +1.1% |
| YTD | -24.0% | -7.2% | -16.8% | -23.4% |
| 1Y | -29.6% | -2.2% | -27.3% | -29.8% |
| All | +35.9% | +44.2% | -8.3% | +33.4% |
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