-31.7%
LDOS vs RRC
+38.2%
-69.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -1.3% | -0.5% | -0.9% | -1.3% |
| 30D | +10.1% | +25.2% | -15.1% | +6.9% |
| 3M | -4.7% | +27.8% | -32.5% | -7.7% |
| 6M | +5.6% | +27.2% | -21.6% | +1.8% |
| YTD | -25.1% | +48.2% | -73.3% | -29.8% |
| 1Y | -31.7% | +34.7% | -66.4% | -35.1% |
| All | -31.7% | +38.2% | -69.9% | -35.1% |
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