+140.1%
RBRK vs LDOS
+2.2%
+137.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | +1.9% | -4.2% | +6.1% | +3.2% |
| 30D | -9.3% | -7.9% | -1.4% | -7.0% |
| 3M | +23.8% | +4.1% | +19.7% | +22.3% |
| 6M | +55.4% | -28.2% | +83.6% | +69.3% |
| YTD | +16.1% | -28.5% | +44.7% | +26.5% |
| 1Y | -9.8% | -27.7% | +17.8% | -2.5% |
| All | +140.1% | +2.2% | +137.8% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling