+206.2%
RDDT vs LDOS
+6.4%
+199.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.0% | -5.4% | +6.4% | +1.7% |
| 30D | -0.5% | +4.9% | -5.4% | -1.6% |
| 3M | -16.0% | +7.2% | -23.2% | -17.1% |
| 6M | +4.9% | -24.2% | +29.1% | +12.0% |
| YTD | -32.8% | -25.8% | -7.0% | -28.0% |
| 1Y | -33.5% | -24.7% | -8.7% | -29.0% |
| All | +206.2% | +6.4% | +199.9% | +232.8% |
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