+252.0%
LDOS vs RJF
+371.5%
-119.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.7% | +1.2% |
| 7D | -5.8% | +3.4% | -9.2% | -7.0% |
| 30D | +11.6% | +5.9% | +5.6% | +9.2% |
| 3M | -1.0% | -4.6% | +3.6% | +0.6% |
| 6M | +5.1% | +9.5% | -4.4% | +1.3% |
| YTD | -24.0% | +6.0% | -30.0% | -26.3% |
| 1Y | -30.3% | +4.3% | -34.6% | -32.0% |
| 3Y | +37.0% | +76.6% | -39.6% | +7.3% |
| 5Y | +53.4% | +80.6% | -27.2% | +14.8% |
| 10Y | +252.0% | +346.5% | -94.5% | +76.0% |
| All | +252.0% | +371.5% | -119.5% | +76.0% |
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