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  • LDOS vs RJF✓SelectedUSD · RJFLDOS vs RJF performance historyLatest closeAs of+0.52%09/04
Stock and ETF performance explorer

LDOS vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+498.1%
RJF return
+1,054.6%
Excess return
-556.6%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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%+2.4%
6M-24.2%+15.0%-39.3%-27.2%
YTD-25.8%+12.2%-38.0%-28.3%
1Y-24.7%+5.6%-30.3%-26.2%
3Y+39.3%+74.9%-35.6%+18.2%
5Y+43.3%+106.6%-63.3%+14.3%
10Y+278.6%+433.1%-154.5%+132.7%
All+498.1%+1,054.6%-556.6%+190.0%

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