+49.4%
RMBS vs LDOS
+39.7%
+9.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.3% | -5.4% | +5.1% | +1.3% |
| 30D | -12.2% | +4.9% | -17.1% | -13.8% |
| 3M | -49.5% | +7.2% | -56.7% | -50.6% |
| 6M | -7.1% | -24.2% | +17.1% | +3.9% |
| YTD | -7.0% | -25.8% | +18.8% | +4.5% |
| 1Y | +13.3% | -24.7% | +38.1% | +26.3% |
| All | +49.4% | +39.7% | +9.7% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling