+4.4%
RDW vs LDOS
+31.9%
-27.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | +4.8% | -2.1% | +6.9% | +6.0% |
| 30D | -19.5% | -8.0% | -11.5% | -16.0% |
| 3M | -26.9% | +6.8% | -33.7% | -29.8% |
| 6M | +17.8% | -24.5% | +42.2% | +36.6% |
| YTD | +43.0% | -27.8% | +70.8% | +70.2% |
| 1Y | +32.1% | -27.4% | +59.5% | +57.3% |
| 3Y | +250.6% | +39.9% | +210.7% | +222.2% |
| 5Y | -6.6% | +42.1% | -48.7% | -15.5% |
| All | +4.4% | +31.9% | -27.5% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling