-29.6%
LDOS vs RY
+43.0%
-72.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.6% |
| 30D | +16.4% | +4.4% | +12.0% | +15.6% |
| 3M | +7.4% | -2.9% | +10.4% | +7.7% |
| 6M | -0.3% | +15.6% | -15.9% | -6.2% |
| YTD | -24.0% | +21.8% | -45.8% | -29.1% |
| 1Y | -29.6% | +42.6% | -72.2% | -40.5% |
| All | -29.6% | +43.0% | -72.6% | -40.5% |
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 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