+258.8%
LDOS vs RY
+366.5%
-107.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.2% |
| 30D | +16.4% | +4.4% | +12.0% | +13.8% |
| 3M | +7.4% | -2.9% | +10.4% | +8.8% |
| 6M | -0.3% | +15.6% | -15.9% | -8.2% |
| YTD | -24.0% | +21.8% | -45.8% | -32.1% |
| 1Y | -29.6% | +42.6% | -72.2% | -42.2% |
| 3Y | +35.1% | +160.9% | -125.8% | -22.0% |
| 5Y | +52.9% | +126.1% | -73.2% | -5.6% |
| All | +258.8% | +366.5% | -107.7% | +48.5% |
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