-24.3%
RBLX vs LDOS
+53.6%
-77.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.2% |
| 7D | +6.7% | -1.3% | +8.0% | +6.9% |
| 30D | +6.1% | +10.1% | -4.0% | +4.0% |
| 3M | +45.3% | -4.7% | +49.9% | +45.8% |
| 6M | +27.4% | +5.6% | +21.8% | +25.6% |
| YTD | -35.1% | -25.1% | -10.0% | -31.5% |
| 1Y | -49.7% | -31.7% | -18.1% | -46.2% |
| 3Y | +36.9% | +33.7% | +3.2% | +24.6% |
| 5Y | -46.4% | +54.4% | -100.7% | -50.7% |
| All | -24.3% | +53.6% | -77.9% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling