+12.2%
RGTI vs LDOS
+41.8%
-29.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.1% | -7.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.3% |
| 30D | -16.2% | +10.1% | -26.3% | -21.3% |
| 3M | -38.6% | -4.7% | -33.9% | -37.7% |
| 6M | -45.8% | +5.6% | -51.4% | -48.6% |
| YTD | -49.8% | -25.1% | -24.7% | -41.3% |
| 1Y | -64.6% | -31.7% | -32.9% | -55.8% |
| 3Y | +1,045.4% | +33.7% | +1,011.7% | +815.2% |
| 5Y | +6.7% | +54.4% | -47.6% | -19.5% |
| All | +12.2% | +41.8% | -29.6% | -15.1% |
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