+274.4%
RMBS vs LDOS
+509.1%
-234.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -16.0% | -16.0% |
| 7D | -23.4% | -3.7% | -19.7% | -22.5% |
| 30D | -38.9% | +16.4% | -55.3% | -43.0% |
| 3M | -28.4% | +7.4% | -35.8% | -31.7% |
| 6M | -40.9% | -0.3% | -40.6% | -42.4% |
| YTD | -24.2% | -24.0% | -0.2% | -17.7% |
| 1Y | -35.8% | -29.6% | -6.3% | -27.9% |
| 3Y | +20.0% | +35.1% | -15.1% | -1.2% |
| 5Y | +190.3% | +52.9% | +137.4% | +117.8% |
| 10Y | +484.1% | +262.2% | +221.8% | +176.2% |
| All | +274.4% | +509.1% | -234.6% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling