+233.3%
RDW vs LDOS
+38.7%
+194.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.9% | -4.1% |
| 7D | +3.6% | -4.2% | +7.8% | +6.6% |
| 30D | -18.4% | -7.9% | -10.6% | -13.9% |
| 3M | -32.1% | +4.1% | -36.2% | -34.2% |
| 6M | +10.9% | -28.2% | +39.1% | +40.1% |
| YTD | +40.8% | -28.5% | +69.3% | +78.5% |
| 1Y | +31.1% | -27.7% | +58.8% | +65.6% |
| All | +233.3% | +38.7% | +194.6% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling