+88.7%
RIG vs LDOS
-24.0%
+112.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +0.9% | -5.4% | +6.3% | +1.9% |
| 30D | +13.8% | +4.9% | +8.9% | +12.3% |
| 3M | -6.4% | +7.2% | -13.6% | -7.4% |
| 6M | -8.2% | -24.2% | +16.1% | +0.8% |
| YTD | +41.6% | -25.8% | +67.4% | +47.8% |
| 1Y | +88.7% | -24.7% | +113.4% | +82.5% |
| All | +88.7% | -24.0% | +112.8% | +82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling