-31.1%
LDOS vs RRC
+31.6%
-62.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.9% |
| 7D | -7.2% | -10.8% | +3.6% | -5.9% |
| 30D | +16.8% | +22.3% | -5.5% | +13.7% |
| 3M | -1.6% | +26.6% | -28.2% | -4.8% |
| 6M | -1.0% | +18.9% | -19.9% | -3.8% |
| YTD | -25.8% | +39.2% | -65.0% | -30.0% |
| 1Y | -31.1% | +34.0% | -65.0% | -35.0% |
| All | -31.1% | +31.6% | -62.7% | -35.0% |
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