-31.0%
LDOS vs RVTY
+66.4%
-97.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | +8.2% | +1.5% | +6.7% | +8.1% |
| 3M | -8.2% | +31.5% | -39.6% | -10.2% |
| 6M | +5.8% | +62.7% | -56.8% | -0.6% |
| YTD | -27.0% | +60.0% | -86.9% | -31.7% |
| 1Y | -31.0% | +65.7% | -96.7% | -36.1% |
| All | -31.0% | +66.4% | -97.4% | -36.1% |
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