+47.6%
LDOS vs RL
+226.8%
-179.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -7.2% | -4.2% | -3.1% | -6.8% |
| 30D | +16.8% | +4.3% | +12.6% | +16.3% |
| 3M | -1.6% | -4.6% | +3.0% | -1.2% |
| 6M | -1.0% | +1.7% | -2.7% | -1.4% |
| YTD | -25.8% | +7.3% | -33.1% | -26.8% |
| 1Y | -31.1% | +20.8% | -51.9% | -33.0% |
| 3Y | +32.8% | +247.0% | -214.2% | +10.0% |
| All | +47.6% | +226.8% | -179.2% | +19.8% |
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 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