+236.4%
LDOS vs RJF
+334.0%
-97.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +10.1% | +5.3% | +4.8% | +8.0% |
| 3M | -4.7% | -6.8% | +2.2% | -2.3% |
| 6M | +5.6% | +11.4% | -5.9% | +1.2% |
| YTD | -25.1% | +5.5% | -30.6% | -27.2% |
| 1Y | -31.7% | +3.7% | -35.3% | -33.2% |
| 3Y | +33.7% | +73.4% | -39.7% | +5.6% |
| 5Y | +54.4% | +78.3% | -24.0% | +16.2% |
| 10Y | +236.4% | +328.4% | -92.0% | +66.7% |
| All | +236.4% | +334.0% | -97.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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