+1.7%
RKT vs LDOS
+49.1%
-47.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.5% |
| 7D | +17.7% | -7.2% | +24.9% | +20.8% |
| 30D | +31.6% | +16.8% | +14.8% | +24.1% |
| 3M | +13.9% | -1.6% | +15.5% | +14.2% |
| 6M | +2.8% | -1.0% | +3.8% | +2.5% |
| YTD | -22.2% | -25.8% | +3.6% | -13.3% |
| 1Y | -3.5% | -31.1% | +27.6% | +10.7% |
| 3Y | +95.3% | +32.8% | +62.5% | +65.7% |
| All | +1.7% | +49.1% | -47.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling