+98.1%
RIO vs LDOS
+54.3%
+43.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +3.6% | +1.9% | +1.7% | +3.4% |
| 30D | -10.8% | +12.8% | -23.6% | -12.1% |
| 3M | -15.2% | -1.0% | -14.2% | -15.2% |
| 6M | -18.0% | +6.2% | -24.2% | -19.0% |
| YTD | +11.0% | -23.2% | +34.2% | +14.2% |
| 1Y | +26.4% | -29.5% | +55.8% | +32.0% |
| 3Y | +54.4% | +37.1% | +17.3% | +35.1% |
| 5Y | +98.1% | +55.6% | +42.5% | +69.3% |
| All | +98.1% | +54.3% | +43.8% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling