+65.3%
RSG vs LDOS
+30.5%
+34.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +12.7% | +8.2% | +4.5% | +11.4% |
| 3M | +17.9% | -8.2% | +26.1% | +19.3% |
| 6M | +25.0% | +5.8% | +19.1% | +23.5% |
| YTD | +20.8% | -27.0% | +47.8% | +25.8% |
| 1Y | +24.3% | -31.0% | +55.3% | +30.8% |
| 3Y | +65.3% | +29.3% | +36.0% | +47.3% |
| All | +65.3% | +30.5% | +34.8% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling