+626.7%
RVMD vs LDOS
+31.2%
+595.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.0% | -5.4% | +6.4% | +3.2% |
| 30D | +6.4% | +4.9% | +1.6% | +4.1% |
| 3M | +34.9% | +7.2% | +27.7% | +29.9% |
| 6M | +107.6% | -24.2% | +131.8% | +131.5% |
| YTD | +163.7% | -25.8% | +189.5% | +192.6% |
| 1Y | +439.2% | -24.7% | +463.9% | +492.8% |
| 3Y | +499.2% | +39.3% | +459.9% | +370.7% |
| 5Y | +621.7% | +43.3% | +578.4% | +450.2% |
| All | +626.7% | +31.2% | +595.5% | +462.6% |
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