+45.2%
LDOS vs RVTY
-30.5%
+75.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | +4.9% | +13.2% | -8.3% | +2.7% |
| 3M | +7.2% | +27.2% | -20.1% | +2.6% |
| 6M | -24.2% | +32.4% | -56.7% | -28.3% |
| YTD | -25.8% | +34.9% | -60.7% | -30.0% |
| 1Y | -24.7% | +52.4% | -77.1% | -30.7% |
| 3Y | +39.3% | +12.3% | +27.0% | +33.6% |
| All | +45.2% | -30.5% | +75.8% | +36.8% |
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