+221.4%
LDOS vs RJF
+326.9%
-105.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.6% | +3.6% | -5.2% | -2.9% |
| 30D | +8.2% | +7.2% | +1.0% | +5.4% |
| 3M | -8.2% | -6.5% | -1.7% | -6.1% |
| 6M | +5.8% | +10.3% | -4.5% | +1.8% |
| YTD | -27.0% | +6.5% | -33.5% | -29.2% |
| 1Y | -31.0% | +6.1% | -37.1% | -33.0% |
| 3Y | +29.3% | +74.9% | -45.6% | +1.8% |
| 5Y | +48.7% | +81.3% | -32.6% | +11.2% |
| All | +221.4% | +326.9% | -105.5% | +61.4% |
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