+405.8%
RIO vs LDOS
+248.5%
+157.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | +2.2% | -7.2% | +9.5% | +4.2% |
| 30D | -10.1% | +16.8% | -27.0% | -14.0% |
| 3M | -14.1% | -1.6% | -12.5% | -14.2% |
| 6M | -18.9% | -1.0% | -17.9% | -19.6% |
| YTD | +9.9% | -25.8% | +35.7% | +17.3% |
| 1Y | +27.0% | -31.1% | +58.1% | +38.7% |
| 3Y | +50.1% | +32.8% | +17.3% | +25.6% |
| 5Y | +95.3% | +49.4% | +45.9% | +52.6% |
| All | +405.8% | +248.5% | +157.3% | +174.3% |
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