+46.1%
RSP vs LDOS
+52.0%
-5.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -1.4% | -3.7% | +2.3% | -0.7% |
| 30D | +2.1% | +16.4% | -14.2% | -1.2% |
| 3M | -0.9% | +7.4% | -8.3% | -2.8% |
| 6M | +7.5% | -0.3% | +7.9% | +7.1% |
| YTD | +14.6% | -24.0% | +38.6% | +20.9% |
| 1Y | +17.6% | -29.6% | +47.2% | +26.6% |
| 3Y | +60.8% | +35.1% | +25.7% | +38.6% |
| 5Y | +46.1% | +52.9% | -6.8% | +22.1% |
| All | +46.1% | +52.0% | -5.8% | +22.1% |
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 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