+819.6%
RVMD vs LDOS
+33.8%
+785.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -6.0% |
| 7D | -9.5% | -1.3% | -8.2% | -9.3% |
| 30D | -6.8% | +10.1% | -16.9% | -8.7% |
| 3M | -12.1% | -4.7% | -7.4% | -11.4% |
| 6M | +25.4% | +5.6% | +19.8% | +23.8% |
| YTD | +126.9% | -25.1% | +152.0% | +141.0% |
| 1Y | +182.0% | -31.7% | +213.7% | +206.8% |
| All | +819.6% | +33.8% | +785.8% | +701.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling