+541.3%
RMBS vs LDOS
+262.7%
+278.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.6% |
| 7D | -3.9% | -5.8% | +1.9% | -2.2% |
| 30D | -24.9% | +11.6% | -36.4% | -28.0% |
| 3M | -20.5% | -1.0% | -19.5% | -21.1% |
| 6M | -37.5% | +5.1% | -42.6% | -39.9% |
| YTD | -12.1% | -24.0% | +11.9% | -4.7% |
| 1Y | -25.0% | -30.3% | +5.3% | -15.7% |
| 3Y | +36.1% | +37.0% | -0.8% | +14.7% |
| 5Y | +236.1% | +53.4% | +182.8% | +161.3% |
| 10Y | +541.3% | +252.0% | +289.3% | +285.0% |
| All | +541.3% | +262.7% | +278.6% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling