-42.7%
RMBS vs LDOS
-1.7%
-41.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.3% | +9.3% | +6.2% |
| 7D | -12.0% | -7.2% | -4.8% | -13.8% |
| 30D | -33.1% | +16.8% | -50.0% | -30.5% |
| 3M | -23.7% | -1.6% | -22.1% | -23.2% |
| 6M | -42.7% | -1.0% | -41.7% | -41.1% |
| All | -42.7% | -1.7% | -41.0% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling