-31.2%
LDOS vs RVTY
+74.0%
-105.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -2.8% | -3.6% | +0.8% | -2.4% |
| 30D | +13.6% | +1.4% | +12.2% | +13.6% |
| 3M | +4.2% | +43.2% | -39.0% | +1.2% |
| 6M | -8.2% | +84.5% | -92.7% | -15.8% |
| YTD | -24.1% | +65.2% | -89.3% | -29.0% |
| 1Y | -31.2% | +74.3% | -105.5% | -36.7% |
| All | -31.2% | +74.0% | -105.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling