+347.6%
RIO vs LDOS
+228.4%
+119.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | -10.5% | +9.5% | -20.0% | -12.9% |
| 3M | -15.9% | -6.3% | -9.6% | -14.9% |
| 6M | -22.3% | +2.8% | -25.1% | -23.8% |
| YTD | +9.3% | -26.6% | +36.0% | +17.0% |
| 1Y | +23.0% | -31.3% | +54.3% | +34.4% |
| 3Y | +52.1% | +30.9% | +21.1% | +28.0% |
| 5Y | +88.9% | +49.4% | +39.5% | +47.8% |
| All | +347.6% | +228.4% | +119.2% | +189.5% |
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 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