+16.7%
RGTI vs LDOS
+56.1%
-39.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | +9.6% | +1.9% | +7.7% | +8.2% |
| 30D | -13.4% | +12.8% | -26.2% | -20.4% |
| 3M | -31.2% | -1.0% | -30.1% | -31.7% |
| 6M | -35.9% | +6.2% | -42.0% | -39.6% |
| YTD | -45.1% | -23.2% | -21.9% | -35.9% |
| 1Y | -63.3% | -29.5% | -33.8% | -54.2% |
| 3Y | +1,152.6% | +37.1% | +1,115.5% | +825.1% |
| All | +16.7% | +56.1% | -39.4% | -20.0% |
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