+512.4%
LDOS vs RVTY
+767.6%
-255.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.6% |
| 7D | -3.7% | -9.0% | +5.3% | -1.6% |
| 30D | +16.4% | -1.6% | +18.0% | +16.4% |
| 3M | +7.4% | +31.2% | -23.8% | -1.4% |
| 6M | -0.3% | +63.6% | -63.9% | -14.9% |
| YTD | -24.0% | +56.3% | -80.3% | -34.8% |
| 1Y | -29.6% | +63.3% | -92.9% | -40.4% |
| 3Y | +35.1% | +72.4% | -37.3% | +9.3% |
| 5Y | +52.9% | -9.6% | +62.5% | +45.3% |
| 10Y | +262.2% | +203.7% | +58.5% | +119.4% |
| All | +512.4% | +767.6% | -255.1% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling