-25.8%
RBLX vs LDOS
+55.8%
-81.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.3% | +4.3% |
| 7D | +20.3% | -5.8% | +26.2% | +21.4% |
| 30D | +7.3% | +11.6% | -4.3% | +5.0% |
| 3M | +36.5% | -1.0% | +37.5% | +36.3% |
| 6M | +23.1% | +5.1% | +18.1% | +21.6% |
| YTD | -36.3% | -24.0% | -12.3% | -33.0% |
| 1Y | -51.7% | -30.3% | -21.4% | -48.5% |
| 3Y | +35.6% | +37.0% | -1.3% | +22.8% |
| 5Y | -52.9% | +53.4% | -106.2% | -57.0% |
| All | -25.8% | +55.8% | -81.5% | -32.0% |
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