+250.5%
LDOS vs RRX
+213.4%
+37.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.5% |
| 7D | -7.2% | +7.5% | -14.7% | -9.3% |
| 30D | +16.8% | +3.0% | +13.9% | +15.1% |
| 3M | -1.6% | -5.3% | +3.8% | -1.3% |
| 6M | -1.0% | -26.6% | +25.7% | +4.3% |
| YTD | -25.8% | +21.2% | -47.0% | -33.3% |
| 1Y | -31.1% | +25.9% | -57.0% | -38.9% |
| 3Y | +32.8% | +71.7% | -38.9% | +0.2% |
| 5Y | +49.4% | +7.8% | +41.6% | +27.2% |
| All | +250.5% | +213.4% | +37.1% | +75.8% |
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