-31.2%
LDOS vs RY
+46.4%
-77.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | +13.6% | +8.4% | +5.1% | +12.2% |
| 3M | +4.2% | +1.2% | +3.0% | +3.8% |
| 6M | -8.2% | +19.4% | -27.6% | -14.1% |
| YTD | -24.1% | +25.4% | -49.5% | -29.5% |
| 1Y | -31.2% | +46.7% | -77.9% | -42.2% |
| All | -31.2% | +46.4% | -77.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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