+52.9%
LDOS vs RRC
+129.3%
-76.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.6% |
| 7D | -3.7% | -6.9% | +3.2% | -2.8% |
| 30D | +16.4% | +25.4% | -9.0% | +12.9% |
| 3M | +7.4% | +31.9% | -24.5% | +3.4% |
| 6M | -0.3% | +17.2% | -17.5% | -2.8% |
| YTD | -24.0% | +43.4% | -67.4% | -27.9% |
| 1Y | -29.6% | +36.7% | -66.3% | -32.8% |
| 3Y | +35.1% | +38.8% | -3.7% | +26.9% |
| 5Y | +52.9% | +118.3% | -65.4% | +34.7% |
| All | +52.9% | +129.3% | -76.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling