+273.8%
ROIV vs LDOS
+39.4%
+234.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.5% |
| 7D | +5.3% | -7.2% | +12.5% | +6.5% |
| 30D | +11.9% | +16.8% | -5.0% | +9.0% |
| 3M | +10.7% | -1.6% | +12.3% | +10.7% |
| 6M | +34.9% | -1.0% | +35.9% | +34.6% |
| YTD | +79.2% | -25.8% | +104.9% | +88.0% |
| 1Y | +89.0% | -31.1% | +120.1% | +101.1% |
| 3Y | +337.3% | +32.8% | +304.5% | +310.5% |
| 5Y | +402.3% | +49.4% | +352.9% | +377.2% |
| All | +273.8% | +39.4% | +234.5% | +258.4% |
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