+241.5%
RDW vs LDOS
+33.8%
+207.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.8% | +4.8% |
| 7D | +8.8% | -1.3% | +10.1% | +9.5% |
| 30D | -8.9% | +10.1% | -19.0% | -15.7% |
| 3M | -37.8% | -4.7% | -33.2% | -36.9% |
| 6M | -30.9% | +5.6% | -36.5% | -34.3% |
| YTD | +10.5% | -25.1% | +35.6% | +34.2% |
| 1Y | +37.0% | -31.7% | +68.7% | +76.9% |
| All | +241.5% | +33.8% | +207.6% | +254.8% |
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 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