+565.3%
RVMD vs LDOS
+31.3%
+534.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.3% | +10.5% | +9.1% |
| 7D | +0.5% | -7.2% | +7.7% | +3.1% |
| 30D | -4.3% | +16.8% | -21.1% | -10.5% |
| 3M | -2.8% | -1.6% | -1.2% | -3.1% |
| 6M | +27.3% | -1.0% | +28.3% | +25.7% |
| YTD | +141.4% | -25.8% | +167.2% | +165.9% |
| 1Y | +213.3% | -31.1% | +244.3% | +256.6% |
| 3Y | +792.7% | +32.8% | +759.9% | +611.2% |
| 5Y | +470.6% | +49.4% | +421.2% | +325.1% |
| All | +565.3% | +31.3% | +534.1% | +411.2% |
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 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