+275.4%
LDOS vs RY
+373.9%
-98.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -5.4% | +3.1% | -8.5% | -7.0% |
| 30D | +4.9% | -0.3% | +5.2% | +4.9% |
| 3M | +7.2% | +8.7% | -1.5% | +2.2% |
| 6M | -24.2% | +28.5% | -52.8% | -34.1% |
| YTD | -25.8% | +25.1% | -50.9% | -34.5% |
| 1Y | -24.7% | +46.3% | -71.0% | -39.0% |
| 3Y | +39.3% | +154.9% | -115.7% | -18.5% |
| 5Y | +43.3% | +140.3% | -97.0% | -14.8% |
| All | +275.4% | +373.9% | -98.6% | +46.6% |
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