+342.7%
RMD vs LDOS
+241.3%
+101.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | +1.7% | +10.1% | -8.4% | -2.0% |
| 3M | +6.4% | -4.7% | +11.1% | +7.8% |
| 6M | +20.7% | +5.6% | +15.1% | +17.2% |
| YTD | -0.2% | -25.1% | +24.9% | +8.8% |
| 1Y | -4.5% | -31.7% | +27.2% | +7.8% |
| 3Y | +70.5% | +33.7% | +36.8% | +41.8% |
| 5Y | -1.6% | +54.4% | -56.0% | -24.5% |
| 10Y | +342.7% | +236.4% | +106.3% | +159.3% |
| All | +342.7% | +241.3% | +101.4% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling