+23.1%
RIG vs LDOS
-30.4%
+53.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.7% | -1.6% |
| 7D | -17.0% | -5.8% | -11.2% | -16.3% |
| 30D | -6.2% | +11.6% | -17.7% | -7.3% |
| 3M | -1.7% | -1.0% | -0.7% | -1.9% |
| 6M | -19.2% | +5.1% | -24.3% | -19.3% |
| YTD | +25.2% | -24.0% | +49.2% | +24.6% |
| All | +23.1% | -30.4% | +53.5% | +29.7% |
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