+464.6%
RIO vs LDOS
+495.0%
-30.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.7% |
| 7D | +2.2% | -7.2% | +9.5% | +5.7% |
| 30D | -10.1% | +16.8% | -27.0% | -16.8% |
| 3M | -14.1% | -1.6% | -12.5% | -14.4% |
| 6M | -18.9% | -1.0% | -17.9% | -20.3% |
| YTD | +9.9% | -25.8% | +35.7% | +21.5% |
| 1Y | +27.0% | -31.1% | +58.1% | +45.4% |
| 3Y | +50.1% | +32.8% | +17.3% | +15.8% |
| 5Y | +95.3% | +49.4% | +45.9% | +35.9% |
| 10Y | +425.9% | +253.9% | +172.0% | +92.2% |
| All | +464.6% | +495.0% | -30.4% | +30.8% |
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