+221.4%
LDOS vs RL
+337.1%
-115.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -1.6% | +2.6% | -4.2% | -2.1% |
| 30D | +8.2% | +2.9% | +5.3% | +7.6% |
| 3M | -8.2% | 0.0% | -8.2% | -8.3% |
| 6M | +5.8% | +17.1% | -11.3% | +2.2% |
| YTD | -27.0% | +10.1% | -37.1% | -29.0% |
| 1Y | -31.0% | +17.3% | -48.3% | -33.8% |
| 3Y | +29.3% | +249.3% | -220.1% | -3.6% |
| 5Y | +48.7% | +240.9% | -192.2% | +8.4% |
| All | +221.4% | +337.1% | -115.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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