-4.4%
RMD vs LDOS
+48.3%
-52.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.1% | -1.6% | +3.7% | +2.5% |
| 30D | +2.1% | +8.2% | -6.2% | -0.3% |
| 3M | +6.2% | -8.2% | +14.4% | +8.5% |
| 6M | +19.4% | +5.8% | +13.5% | +16.6% |
| YTD | +0.5% | -27.0% | +27.5% | +8.1% |
| 1Y | -3.9% | -31.0% | +27.0% | +5.0% |
| 3Y | +72.5% | +29.3% | +43.3% | +47.0% |
| All | -4.4% | +48.3% | -52.6% | -23.8% |
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