+900.5%
RCL vs LDOS
+509.1%
+391.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | +3.9% | -3.7% | +7.6% | +6.1% |
| 30D | +11.8% | +16.4% | -4.6% | +2.2% |
| 3M | -0.8% | +7.4% | -8.3% | -5.9% |
| 6M | +23.6% | -0.3% | +24.0% | +20.7% |
| YTD | +17.6% | -24.0% | +41.6% | +32.2% |
| 1Y | +28.3% | -29.6% | +57.8% | +51.0% |
| 3Y | +261.4% | +35.1% | +226.3% | +170.4% |
| 5Y | +245.3% | +52.9% | +192.4% | +130.2% |
| 10Y | +381.8% | +262.2% | +119.6% | +97.3% |
| All | +900.5% | +509.1% | +391.5% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling