+415.6%
RSG vs LDOS
+274.0%
+141.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.3% | -5.4% | +5.7% | +1.9% |
| 30D | +7.6% | +4.9% | +2.7% | +5.9% |
| 3M | +7.4% | +7.2% | +0.2% | +4.5% |
| 6M | -3.3% | -24.2% | +21.0% | +4.6% |
| YTD | +6.0% | -25.8% | +31.8% | +14.5% |
| 1Y | -3.7% | -24.7% | +21.0% | +3.2% |
| 3Y | +59.1% | +39.3% | +19.8% | +33.3% |
| 5Y | +89.0% | +43.3% | +45.7% | +54.2% |
| All | +415.6% | +274.0% | +141.6% | +228.3% |
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