-37.7%
RBLX vs LDOS
+52.2%
-89.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +12.4% | -5.4% | +17.8% | +13.4% |
| 30D | +19.7% | +4.9% | +14.8% | +18.6% |
| 3M | -0.1% | +7.2% | -7.3% | -1.5% |
| 6M | -35.7% | -24.2% | -11.5% | -32.1% |
| YTD | -46.6% | -25.8% | -20.7% | -43.3% |
| 1Y | -66.6% | -24.7% | -41.9% | -64.8% |
| 3Y | +52.3% | +39.3% | +13.0% | +37.6% |
| 5Y | -47.7% | +43.3% | -91.0% | -52.2% |
| All | -37.7% | +52.2% | -89.8% | -42.5% |
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 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