+52.9%
LDOS vs RVTY
-10.3%
+63.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.9% |
| 7D | -3.7% | -9.0% | +5.3% | -2.5% |
| 30D | +16.4% | -1.6% | +18.0% | +16.4% |
| 3M | +7.4% | +31.2% | -23.8% | +2.4% |
| 6M | -0.3% | +63.6% | -63.9% | -9.1% |
| YTD | -24.0% | +56.3% | -80.3% | -30.3% |
| 1Y | -29.6% | +63.3% | -92.9% | -35.9% |
| 3Y | +35.1% | +72.4% | -37.3% | +21.3% |
| 5Y | +52.9% | -9.6% | +62.5% | +47.5% |
| All | +52.9% | -10.3% | +63.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling