-46.1%
RIG vs LDOS
+248.5%
-294.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +4.1% |
| 7D | -24.5% | -7.2% | -17.3% | -21.3% |
| 30D | -2.8% | +16.8% | -19.6% | -11.3% |
| 3M | +1.6% | -1.6% | +3.1% | +1.4% |
| 6M | -15.9% | -1.0% | -14.9% | -17.5% |
| YTD | +26.9% | -25.8% | +52.6% | +45.5% |
| 1Y | +34.4% | -31.1% | +65.4% | +61.6% |
| 3Y | -21.2% | +32.8% | -54.0% | -43.9% |
| 5Y | +46.4% | +49.4% | -3.0% | -7.4% |
| All | -46.1% | +248.5% | -294.6% | -73.1% |
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 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