+45.2%
LDOS vs RJF
+106.8%
-61.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -5.4% | -0.6% | -4.8% | -5.3% |
| 30D | +4.9% | -1.3% | +6.1% | +5.2% |
| 3M | +7.2% | +18.9% | -11.7% | +2.3% |
| 6M | -24.2% | +15.0% | -39.3% | -27.2% |
| YTD | -25.8% | +12.2% | -38.0% | -28.4% |
| 1Y | -24.7% | +5.6% | -30.3% | -26.3% |
| 3Y | +39.3% | +74.9% | -35.6% | +18.0% |
| All | +45.2% | +106.8% | -61.5% | +10.7% |
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 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