+258.8%
LDOS vs RL
+362.4%
-103.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.5% |
| 7D | -3.7% | -4.7% | +1.0% | -2.9% |
| 30D | +16.4% | +3.6% | +12.8% | +15.6% |
| 3M | +7.4% | +0.5% | +6.9% | +7.1% |
| 6M | -0.3% | +6.6% | -6.9% | -2.1% |
| YTD | -24.0% | +8.8% | -32.9% | -26.0% |
| 1Y | -29.6% | +21.8% | -51.3% | -33.0% |
| 3Y | +35.1% | +245.8% | -210.7% | +0.7% |
| 5Y | +52.9% | +230.0% | -177.1% | +12.0% |
| All | +258.8% | +362.4% | -103.6% | +135.7% |
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