+49.6%
RSP vs LDOS
+54.3%
-4.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.7% | +1.9% | -1.1% | +0.3% |
| 30D | +3.7% | +12.8% | -9.1% | +0.9% |
| 3M | +0.7% | -1.0% | +1.7% | +0.6% |
| 6M | +9.0% | +6.2% | +2.9% | +7.0% |
| YTD | +16.7% | -23.2% | +39.9% | +22.8% |
| 1Y | +19.0% | -29.5% | +48.4% | +28.1% |
| 3Y | +64.7% | +37.1% | +27.7% | +41.4% |
| 5Y | +49.6% | +55.6% | -6.0% | +24.2% |
| All | +49.6% | +54.3% | -4.7% | +24.2% |
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