+1,355.3%
RMD vs LDOS
+509.1%
+846.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.3% | -3.7% | -1.7% | -4.2% |
| 30D | +8.4% | +16.4% | -7.9% | +2.6% |
| 3M | +7.1% | +7.4% | -0.3% | +3.9% |
| 6M | +15.8% | -0.3% | +16.1% | +14.9% |
| YTD | +0.2% | -24.0% | +24.2% | +8.2% |
| 1Y | -1.4% | -29.6% | +28.2% | +9.4% |
| 3Y | +61.3% | +35.1% | +26.2% | +37.6% |
| 5Y | -3.9% | +52.9% | -56.8% | -22.8% |
| 10Y | +365.6% | +262.2% | +103.4% | +169.1% |
| All | +1,355.3% | +509.1% | +846.2% | +530.6% |
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 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