-45.8%
RGTI vs LDOS
+2.4%
-48.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -4.9% | -6.7% |
| 7D | +4.9% | -3.5% | +8.3% | +5.3% |
| 30D | -19.2% | +9.5% | -28.7% | -21.8% |
| 3M | -43.9% | -6.3% | -37.6% | -43.2% |
| 6M | -45.8% | +2.8% | -48.6% | -42.2% |
| All | -45.8% | +2.4% | -48.2% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling