+512.4%
LDOS vs RRC
+107.4%
+405.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.5% |
| 7D | -3.7% | -6.9% | +3.2% | -3.0% |
| 30D | +16.4% | +25.4% | -9.0% | +13.4% |
| 3M | +7.4% | +31.9% | -24.5% | +3.9% |
| 6M | -0.3% | +17.2% | -17.5% | -2.4% |
| YTD | -24.0% | +43.4% | -67.4% | -27.3% |
| 1Y | -29.6% | +36.7% | -66.3% | -32.3% |
| 3Y | +35.1% | +38.8% | -3.7% | +28.2% |
| 5Y | +52.9% | +118.3% | -65.4% | +34.7% |
| 10Y | +262.2% | +67.7% | +194.5% | +202.7% |
| All | +512.4% | +107.4% | +405.0% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling