+45.2%
LDOS vs RL
+238.1%
-192.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | +4.9% | -7.8% | +12.7% | +5.8% |
| 3M | +7.2% | -4.0% | +11.2% | +7.5% |
| 6M | -24.2% | -1.9% | -22.4% | -24.4% |
| YTD | -25.8% | -0.2% | -25.6% | -26.2% |
| 1Y | -24.7% | +10.7% | -35.4% | -26.1% |
| 3Y | +39.3% | +210.8% | -171.5% | +16.6% |
| All | +45.2% | +238.1% | -192.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling