+250.5%
LDOS vs RJF
+367.7%
-117.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -7.2% | +3.6% | -10.8% | -8.4% |
| 30D | +16.8% | +3.5% | +13.3% | +15.3% |
| 3M | -1.6% | -8.9% | +7.3% | +1.6% |
| 6M | -1.0% | +2.9% | -3.9% | -2.3% |
| YTD | -25.8% | +2.8% | -28.6% | -27.1% |
| 1Y | -31.1% | +2.7% | -33.8% | -32.4% |
| 3Y | +32.8% | +69.3% | -36.5% | +5.7% |
| 5Y | +49.4% | +75.0% | -25.6% | +13.0% |
| All | +250.5% | +367.7% | -117.2% | +69.0% |
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