+260.0%
LDOS vs RRX
+214.6%
+45.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -7.1% | +4.3% | -11.4% | -8.1% |
| 30D | -6.1% | -8.0% | +2.0% | -4.2% |
| 3M | +5.6% | -22.0% | +27.6% | +10.9% |
| 6M | -26.9% | -11.9% | -15.0% | -26.8% |
| YTD | -27.9% | +17.1% | -45.0% | -34.0% |
| 1Y | -26.8% | +14.9% | -41.7% | -33.0% |
| 3Y | +39.6% | +6.9% | +32.7% | +23.8% |
| 5Y | +39.4% | +19.6% | +19.8% | +13.4% |
| 10Y | +260.0% | +215.9% | +44.0% | +79.4% |
| All | +260.0% | +214.6% | +45.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling