-25.7%
RDW vs LDOS
+33.3%
-59.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +7.2% | -1.6% | +8.8% | +8.2% |
| 30D | -10.3% | +8.2% | -18.6% | -14.8% |
| 3M | -41.4% | -8.2% | -33.3% | -39.6% |
| 6M | -32.5% | +5.8% | -38.4% | -35.3% |
| YTD | +1.7% | -27.0% | +28.7% | +18.8% |
| 1Y | +39.0% | -31.0% | +70.0% | +67.1% |
| 3Y | +214.2% | +29.3% | +184.9% | +191.9% |
| 5Y | -31.3% | +48.7% | -80.0% | -39.3% |
| All | -25.7% | +33.3% | -59.0% | -34.7% |
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