+356.7%
RIO vs LDOS
+235.3%
+121.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -9.9% | +10.1% | -20.0% | -12.4% |
| 3M | -14.0% | -4.7% | -9.4% | -13.3% |
| 6M | -19.5% | +5.6% | -25.1% | -21.6% |
| YTD | +11.5% | -25.1% | +36.6% | +18.7% |
| 1Y | +26.9% | -31.7% | +58.6% | +39.0% |
| 3Y | +55.1% | +33.7% | +21.4% | +29.9% |
| 5Y | +90.7% | +54.4% | +36.3% | +47.6% |
| All | +356.7% | +235.3% | +121.3% | +193.7% |
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 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