+250.5%
LDOS vs RRC
+59.4%
+191.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -7.2% | -10.8% | +3.6% | -6.3% |
| 30D | +16.8% | +22.3% | -5.5% | +14.7% |
| 3M | -1.6% | +26.6% | -28.2% | -3.8% |
| 6M | -1.0% | +18.9% | -19.9% | -2.7% |
| YTD | -25.8% | +39.2% | -65.0% | -28.2% |
| 1Y | -31.1% | +34.0% | -65.0% | -33.1% |
| 3Y | +32.8% | +42.0% | -9.2% | +27.2% |
| 5Y | +49.4% | +111.9% | -62.5% | +36.5% |
| All | +250.5% | +59.4% | +191.1% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling