+60.2%
RIO vs LDOS
+35.8%
+24.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.1% |
| 7D | +4.4% | -5.8% | +10.3% | +4.6% |
| 30D | -8.9% | +11.6% | -20.4% | -9.2% |
| 3M | -12.7% | -1.0% | -11.7% | -12.7% |
| 6M | -16.2% | +5.1% | -21.3% | -16.6% |
| YTD | +13.4% | -24.0% | +37.4% | +14.5% |
| 1Y | +30.9% | -30.3% | +61.2% | +33.2% |
| 3Y | +60.2% | +37.0% | +23.2% | +53.5% |
| All | +60.2% | +35.8% | +24.3% | +53.5% |
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 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