-24.7%
LDOS vs RRC
+23.4%
-48.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.4% | +1.3% | -6.7% | -5.6% |
| 30D | +4.9% | +10.1% | -5.2% | +3.3% |
| 3M | +7.2% | +4.0% | +3.2% | +6.2% |
| 6M | -24.2% | +1.6% | -25.8% | -25.1% |
| YTD | -25.8% | +19.7% | -45.5% | -28.8% |
| 1Y | -24.7% | +21.4% | -46.1% | -26.6% |
| All | -24.7% | +23.4% | -48.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling