+55.8%
RBRK vs LDOS
-31.9%
+87.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +3.9% | -1.6% | +5.5% | +4.5% |
| 30D | -3.5% | +8.2% | -11.8% | -7.0% |
| 3M | +4.6% | -8.2% | +12.7% | +7.4% |
| 6M | +84.7% | +5.8% | +78.9% | +79.6% |
| YTD | +43.7% | -27.0% | +70.6% | +63.8% |
| 1Y | +55.8% | -31.0% | +86.8% | +66.6% |
| All | +55.8% | -31.9% | +87.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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