+1,140.0%
RSG vs LDOS
+494.7%
+645.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| YTD | +6.0% | -25.8% | +31.8% | +14.2% |
| 1Y | -3.7% | -24.7% | +21.0% | +3.0% |
| 3Y | +59.1% | +39.3% | +19.8% | +36.5% |
| 5Y | +89.0% | +43.3% | +45.7% | +58.4% |
| 10Y | +412.5% | +278.6% | +133.9% | +211.1% |
| All | +1,140.0% | +494.7% | +645.3% | +502.3% |
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 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