+252.0%
RMBS vs LDOS
+52.3%
+199.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.1% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | -15.5% | +10.1% | -25.6% | -17.4% |
| 3M | -11.5% | -4.7% | -6.8% | -11.0% |
| 6M | -36.5% | +5.6% | -42.1% | -37.8% |
| YTD | -7.1% | -25.1% | +18.0% | 0.0% |
| 1Y | -18.7% | -31.7% | +13.0% | -9.9% |
| 3Y | +36.2% | +33.7% | +2.5% | +33.3% |
| 5Y | +252.0% | +54.4% | +197.6% | +238.5% |
| All | +252.0% | +52.3% | +199.7% | +238.5% |
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 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