+253.1%
RMBS vs LDOS
+43.9%
+209.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.9% |
| 30D | -12.2% | +4.9% | -17.1% | -13.3% |
| 3M | -49.5% | +7.2% | -56.7% | -50.4% |
| 6M | -7.1% | -24.2% | +17.1% | 0.0% |
| YTD | -7.0% | -25.8% | +18.8% | +0.6% |
| 1Y | +13.3% | -24.7% | +38.1% | +22.2% |
| 3Y | +49.2% | +39.3% | +10.0% | +46.1% |
| All | +253.1% | +43.9% | +209.2% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling