+29.9%
LDOS vs RRX
+68.3%
-38.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -3.5% | +12.6% | -16.1% | -4.4% |
| 30D | +9.5% | +10.6% | -1.0% | +8.4% |
| 3M | -6.3% | +4.6% | -10.9% | -6.8% |
| 6M | +2.8% | -13.6% | +16.4% | +3.9% |
| YTD | -26.6% | +29.4% | -56.1% | -31.2% |
| 1Y | -31.3% | +31.9% | -63.2% | -35.8% |
| All | +29.9% | +68.3% | -38.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling