+1,278.9%
RSG vs LDOS
+495.0%
+783.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.4% |
| 30D | +14.2% | +16.8% | -2.7% | +8.9% |
| 3M | +18.2% | -1.6% | +19.7% | +18.3% |
| 6M | +24.4% | -1.0% | +25.4% | +23.6% |
| YTD | +17.9% | -25.8% | +43.6% | +26.7% |
| 1Y | +22.3% | -31.1% | +53.4% | +34.4% |
| 3Y | +65.1% | +32.8% | +32.4% | +43.8% |
| 5Y | +97.9% | +49.4% | +48.5% | +63.3% |
| 10Y | +464.6% | +253.9% | +210.8% | +249.4% |
| All | +1,278.9% | +495.0% | +783.9% | +568.1% |
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 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