+234.8%
RCL vs LDOS
+43.9%
+190.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -5.1% | -5.4% | +0.3% | -3.6% |
| 30D | -19.0% | +4.9% | -23.9% | -20.3% |
| 3M | -9.6% | +7.2% | -16.8% | -11.8% |
| 6M | -6.7% | -24.2% | +17.6% | +1.6% |
| YTD | -3.9% | -25.8% | +21.9% | +4.9% |
| 1Y | -25.1% | -24.7% | -0.4% | -18.9% |
| 3Y | +179.1% | +39.3% | +139.8% | +130.8% |
| All | +234.8% | +43.9% | +190.9% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling