+11.2%
RBRK vs LDOS
-28.1%
+39.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -7.5% | -3.1% | -4.3% | -6.4% |
| 30D | -10.4% | -8.2% | -2.2% | -7.6% |
| 3M | +21.3% | +5.9% | +15.3% | +19.0% |
| 6M | +50.6% | -25.2% | +75.9% | +65.9% |
| YTD | +13.3% | -28.1% | +41.4% | +26.8% |
| 1Y | +11.2% | -29.7% | +40.9% | +24.6% |
| All | +11.2% | -28.1% | +39.3% | +24.6% |
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