-18.0%
RKT vs LDOS
+63.8%
-81.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +24.3% | -3.7% | +28.0% | +25.9% |
| 30D | +27.9% | +16.4% | +11.5% | +21.4% |
| 3M | +6.9% | +7.4% | -0.5% | +3.9% |
| 6M | +5.2% | -0.3% | +5.5% | +4.6% |
| YTD | -23.5% | -24.0% | +0.6% | -16.5% |
| 1Y | -9.1% | -29.6% | +20.5% | +1.8% |
| 3Y | +81.5% | +35.1% | +46.4% | +60.2% |
| 5Y | -2.0% | +52.9% | -54.9% | -18.1% |
| All | -18.0% | +63.8% | -81.8% | -36.5% |
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