+45.2%
LDOS vs RRX
+18.4%
+26.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -5.4% | +3.4% | -8.9% | -5.9% |
| 30D | +4.9% | -11.1% | +16.0% | +6.5% |
| 3M | +7.2% | -23.7% | +30.9% | +10.5% |
| 6M | -24.2% | -22.0% | -2.3% | -22.7% |
| YTD | -25.8% | +16.5% | -42.3% | -29.6% |
| 1Y | -24.7% | +11.5% | -36.2% | -28.2% |
| 3Y | +39.3% | +1.5% | +37.8% | +31.7% |
| All | +45.2% | +18.4% | +26.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling