+596.3%
RIO vs LDOS
+494.7%
+101.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | 0.0% | -5.4% | +5.4% | +2.5% |
| 30D | +4.0% | +4.9% | -0.9% | +1.1% |
| 3M | +0.1% | +7.2% | -7.1% | -4.4% |
| 6M | +12.7% | -24.2% | +37.0% | +26.1% |
| YTD | +35.6% | -25.8% | +61.4% | +51.0% |
| 1Y | +73.7% | -24.7% | +98.4% | +90.8% |
| 3Y | +93.3% | +39.3% | +54.0% | +46.0% |
| 5Y | +92.4% | +43.3% | +49.1% | +37.9% |
| 10Y | +606.9% | +278.6% | +328.4% | +148.2% |
| All | +596.3% | +494.7% | +101.6% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling