+717.3%
RCL vs LDOS
+494.7%
+222.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | -5.1% | -5.4% | +0.3% | -2.1% |
| 30D | -19.0% | +4.9% | -23.9% | -21.6% |
| 3M | -9.6% | +7.2% | -16.8% | -14.7% |
| 6M | -6.7% | -24.2% | +17.6% | +7.2% |
| YTD | -3.9% | -25.8% | +21.9% | +10.2% |
| 1Y | -25.1% | -24.7% | -0.4% | -15.3% |
| 3Y | +179.1% | +39.3% | +139.8% | +104.7% |
| 5Y | +243.3% | +43.3% | +200.0% | +139.2% |
| 10Y | +325.8% | +278.6% | +47.2% | +70.5% |
| All | +717.3% | +494.7% | +222.5% | +126.0% |
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