+460.7%
RIO vs LDOS
+509.1%
-48.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.1% | -3.7% | +3.6% | +1.5% |
| 30D | -13.3% | +16.4% | -29.7% | -19.5% |
| 3M | -16.3% | +7.4% | -23.7% | -20.0% |
| 6M | -15.4% | -0.3% | -15.1% | -17.2% |
| YTD | +9.2% | -24.0% | +33.2% | +19.4% |
| 1Y | +26.5% | -29.6% | +56.1% | +43.5% |
| 3Y | +49.9% | +35.1% | +14.8% | +14.9% |
| 5Y | +93.9% | +52.9% | +41.0% | +33.6% |
| 10Y | +422.3% | +262.2% | +160.1% | +88.9% |
| All | +460.7% | +509.1% | -48.3% | +28.5% |
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 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