-22.2%
RKT vs LDOS
+60.0%
-82.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.1% | -5.4% | +7.5% | +3.9% |
| 30D | +1.4% | +4.9% | -3.4% | -0.5% |
| 3M | +6.3% | +7.2% | -0.9% | +3.2% |
| 6M | -15.5% | -24.2% | +8.8% | -7.5% |
| YTD | -27.4% | -25.8% | -1.6% | -19.9% |
| 1Y | -26.6% | -24.7% | -1.9% | -19.5% |
| 3Y | +41.2% | +39.3% | +2.0% | +23.7% |
| 5Y | -6.4% | +43.3% | -49.7% | -20.4% |
| All | -22.2% | +60.0% | -82.2% | -39.2% |
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