+35.9%
LDOS vs RRC
+40.4%
-4.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.5% |
| 7D | -3.7% | -6.9% | +3.2% | -2.9% |
| 30D | +16.4% | +25.4% | -9.0% | +13.0% |
| 3M | +7.4% | +31.9% | -24.5% | +3.5% |
| 6M | -0.3% | +17.2% | -17.5% | -2.7% |
| YTD | -24.0% | +43.4% | -67.4% | -27.8% |
| 1Y | -29.6% | +36.7% | -66.3% | -32.8% |
| All | +35.9% | +40.4% | -4.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling