-92.0%
RIG vs LDOS
+495.0%
-587.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.9% |
| 7D | -24.5% | -7.2% | -17.3% | -21.6% |
| 30D | -2.8% | +16.8% | -19.6% | -10.5% |
| 3M | +1.6% | -1.6% | +3.1% | +1.5% |
| 6M | -15.9% | -1.0% | -14.9% | -17.4% |
| YTD | +26.9% | -25.8% | +52.6% | +43.0% |
| 1Y | +34.4% | -31.1% | +65.4% | +57.7% |
| 3Y | -21.2% | +32.8% | -54.0% | -38.8% |
| 5Y | +46.4% | +49.4% | -3.0% | +4.7% |
| 10Y | -45.8% | +253.9% | -299.7% | -73.4% |
| All | -92.0% | +495.0% | -587.0% | -97.2% |
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