+498.1%
LDOS vs RVTY
+648.7%
-150.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.4% | +1.1% | -6.5% | -5.8% |
| 30D | +4.9% | +13.2% | -8.3% | +1.1% |
| 3M | +7.2% | +27.2% | -20.1% | -0.7% |
| 6M | -24.2% | +32.4% | -56.7% | -31.2% |
| YTD | -25.8% | +34.9% | -60.7% | -33.1% |
| 1Y | -24.7% | +52.4% | -77.1% | -34.7% |
| 3Y | +39.3% | +12.3% | +27.0% | +28.1% |
| 5Y | +43.3% | -30.8% | +74.1% | +48.7% |
| 10Y | +278.6% | +150.7% | +127.9% | +144.2% |
| All | +498.1% | +648.7% | -150.6% | +145.1% |
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 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