+64.2%
RGTI vs LDOS
+41.1%
+23.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +5.8% |
| 7D | +5.5% | -7.1% | +12.6% | +10.2% |
| 30D | -11.9% | -6.1% | -5.8% | -8.7% |
| 3M | -27.4% | +5.6% | -33.0% | -30.7% |
| 6M | -7.1% | -26.9% | +19.9% | +13.4% |
| YTD | -28.6% | -27.9% | -0.7% | -12.5% |
| 1Y | +4.4% | -26.8% | +31.2% | +27.0% |
| 3Y | +698.5% | +39.6% | +658.9% | +494.6% |
| 5Y | +64.2% | +39.4% | +24.8% | +22.0% |
| All | +64.2% | +41.1% | +23.1% | +22.0% |
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