+250.5%
LDOS vs RY
+360.6%
-110.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.7% |
| 7D | -7.2% | -0.9% | -6.3% | -6.8% |
| 30D | +16.8% | +5.9% | +11.0% | +13.5% |
| 3M | -1.6% | -4.3% | +2.7% | +0.3% |
| 6M | -1.0% | +12.1% | -13.1% | -7.3% |
| YTD | -25.8% | +20.3% | -46.0% | -33.2% |
| 1Y | -31.1% | +41.0% | -72.1% | -43.1% |
| 3Y | +32.8% | +157.5% | -124.7% | -22.8% |
| 5Y | +49.4% | +123.2% | -73.8% | -7.2% |
| All | +250.5% | +360.6% | -110.1% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling