-6.6%
RMD vs LDOS
+49.1%
-55.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +2.3% | -7.2% | +9.5% | +4.5% |
| 30D | +4.1% | +16.8% | -12.7% | -0.5% |
| 3M | +5.7% | -1.6% | +7.3% | +5.9% |
| 6M | +12.9% | -1.0% | +13.9% | +12.4% |
| YTD | -1.5% | -25.8% | +24.3% | +5.5% |
| 1Y | -4.8% | -31.1% | +26.3% | +4.4% |
| 3Y | +57.5% | +32.8% | +24.7% | +32.9% |
| All | -6.6% | +49.1% | -55.7% | -25.6% |
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