-1.8%
RMD vs LDOS
+51.2%
-53.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | +1.9% | +9.5% | -7.6% | -0.8% |
| 3M | +6.3% | -6.3% | +12.6% | +8.0% |
| 6M | +18.2% | +2.8% | +15.4% | +16.4% |
| YTD | +0.3% | -26.6% | +26.9% | +7.6% |
| 1Y | -4.3% | -31.3% | +27.0% | +4.9% |
| 3Y | +71.3% | +30.9% | +40.3% | +45.2% |
| 5Y | -1.8% | +49.4% | -51.2% | -22.1% |
| All | -1.8% | +51.2% | -53.0% | -22.1% |
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 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