-16.0%
RKT vs LDOS
+63.8%
-79.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.1% |
| 7D | +10.3% | -5.8% | +16.1% | +12.4% |
| 30D | +32.3% | +11.6% | +20.7% | +27.4% |
| 3M | +10.7% | -1.0% | +11.7% | +10.7% |
| 6M | -3.2% | +5.1% | -8.2% | -5.5% |
| YTD | -21.5% | -24.0% | +2.5% | -14.4% |
| 1Y | -6.0% | -30.3% | +24.3% | +5.6% |
| 3Y | +104.2% | +37.0% | +67.3% | +79.4% |
| 5Y | +2.5% | +53.4% | -50.9% | -14.4% |
| All | -16.0% | +63.8% | -79.7% | -34.9% |
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