+560.6%
RSP vs LDOS
+494.7%
+65.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.8% | -5.4% | +4.6% | +1.2% |
| 30D | -0.3% | +4.9% | -5.2% | -2.3% |
| 3M | +4.3% | +7.2% | -2.9% | +0.7% |
| 6M | +8.8% | -24.2% | +33.1% | +19.3% |
| YTD | +15.3% | -25.8% | +41.1% | +26.2% |
| 1Y | +18.3% | -24.7% | +43.0% | +28.4% |
| 3Y | +52.8% | +39.3% | +13.5% | +25.9% |
| 5Y | +51.7% | +43.3% | +8.4% | +21.0% |
| 10Y | +208.5% | +278.6% | -70.1% | +62.1% |
| All | +560.6% | +494.7% | +65.8% | +164.1% |
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