+54.4%
LDOS vs RJF
+80.1%
-25.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +10.1% | +5.3% | +4.8% | +8.5% |
| 3M | -4.7% | -6.8% | +2.2% | -2.9% |
| 6M | +5.6% | +11.4% | -5.9% | +2.4% |
| YTD | -25.1% | +5.5% | -30.6% | -26.6% |
| 1Y | -31.7% | +3.7% | -35.3% | -32.8% |
| 3Y | +33.7% | +73.4% | -39.7% | +13.8% |
| 5Y | +54.4% | +78.3% | -24.0% | +23.8% |
| All | +54.4% | +80.1% | -25.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling