-49.6%
RIG vs LDOS
+262.7%
-312.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.7% | -2.7% |
| 7D | -17.0% | -5.8% | -11.2% | -14.2% |
| 30D | -6.2% | +11.6% | -17.7% | -12.1% |
| 3M | -1.7% | -1.0% | -0.7% | -2.2% |
| 6M | -19.2% | +5.1% | -24.3% | -23.5% |
| YTD | +25.2% | -24.0% | +49.2% | +41.6% |
| 1Y | +29.9% | -30.3% | +60.2% | +55.3% |
| 3Y | -21.3% | +37.0% | -58.3% | -45.0% |
| 5Y | +40.5% | +53.4% | -12.9% | -12.6% |
| 10Y | -49.6% | +252.0% | -301.5% | -72.4% |
| All | -49.6% | +262.7% | -312.2% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling