+250.5%
LDOS vs RVTY
+206.3%
+44.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.9% |
| 7D | -7.2% | -1.2% | -6.0% | -7.2% |
| 30D | +16.8% | +1.0% | +15.8% | +16.1% |
| 3M | -1.6% | +35.8% | -37.4% | -9.3% |
| 6M | -1.0% | +56.7% | -57.7% | -12.6% |
| YTD | -25.8% | +60.7% | -86.5% | -35.4% |
| 1Y | -31.1% | +73.7% | -104.8% | -41.3% |
| 3Y | +32.8% | +82.8% | -50.0% | +8.7% |
| 5Y | +49.4% | -7.0% | +56.4% | +43.7% |
| All | +250.5% | +206.3% | +44.2% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling