+512.4%
LDOS vs RJF
+967.4%
-454.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -3.7% | +2.2% | -5.9% | -4.3% |
| 30D | +16.4% | +3.4% | +13.0% | +15.3% |
| 3M | +7.4% | -8.7% | +16.1% | +9.9% |
| 6M | -0.3% | +4.1% | -4.4% | -1.6% |
| YTD | -24.0% | +3.7% | -27.8% | -25.1% |
| 1Y | -29.6% | +4.4% | -34.0% | -30.8% |
| 3Y | +35.1% | +69.2% | -34.0% | +15.8% |
| 5Y | +52.9% | +76.6% | -23.7% | +27.1% |
| 10Y | +262.2% | +382.8% | -120.5% | +128.4% |
| All | +512.4% | +967.4% | -454.9% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling