+50.1%
RIO vs LDOS
+32.3%
+17.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +2.2% | -7.2% | +9.5% | +2.5% |
| 30D | -10.1% | +16.8% | -27.0% | -10.7% |
| 3M | -14.1% | -1.6% | -12.5% | -14.1% |
| 6M | -18.9% | -1.0% | -17.9% | -19.0% |
| YTD | +9.9% | -25.8% | +35.7% | +11.1% |
| 1Y | +27.0% | -31.1% | +58.1% | +29.2% |
| 3Y | +50.1% | +32.8% | +17.3% | +38.4% |
| All | +50.1% | +32.3% | +17.8% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling