-16.7%
RDW vs LDOS
+38.1%
-54.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.9% | -4.2% |
| 7D | +3.6% | -4.2% | +7.8% | +6.2% |
| 30D | -18.4% | -7.9% | -10.6% | -14.5% |
| 3M | -32.1% | +4.1% | -36.2% | -34.0% |
| 6M | +10.9% | -28.2% | +39.1% | +34.9% |
| YTD | +40.8% | -28.5% | +69.3% | +72.1% |
| 1Y | +31.1% | -27.7% | +58.8% | +59.7% |
| 3Y | +245.2% | +38.4% | +206.8% | +207.6% |
| 5Y | -16.7% | +38.0% | -54.7% | -28.9% |
| All | -16.7% | +38.1% | -54.8% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling