+437.2%
RVMD vs LDOS
+51.2%
+386.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | -0.7% | -3.5% | +2.7% | +0.3% |
| 30D | -6.4% | +9.5% | -15.9% | -9.5% |
| 3M | -14.1% | -6.3% | -7.8% | -12.7% |
| 6M | +21.0% | +2.8% | +18.2% | +18.5% |
| YTD | +121.4% | -26.6% | +148.1% | +143.5% |
| 1Y | +167.9% | -31.3% | +199.2% | +202.8% |
| 3Y | +794.7% | +30.9% | +763.8% | +597.9% |
| 5Y | +437.2% | +49.4% | +387.8% | +303.9% |
| All | +437.2% | +51.2% | +386.0% | +303.9% |
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 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