+99.1%
RSG vs LDOS
+49.0%
+50.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.9% |
| 7D | +1.4% | -3.5% | +4.9% | +2.1% |
| 30D | +15.0% | +9.5% | +5.5% | +12.9% |
| 3M | +18.5% | -6.3% | +24.8% | +19.8% |
| 6M | +25.8% | +2.8% | +23.0% | +24.4% |
| YTD | +20.8% | -26.6% | +47.5% | +27.8% |
| 1Y | +24.8% | -31.3% | +56.1% | +34.1% |
| 3Y | +65.9% | +30.9% | +35.0% | +44.9% |
| All | +99.1% | +49.0% | +50.1% | +71.9% |
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